To the general question (horns with subs) rather than the specific K-horn scenario, you could check out Avantgarde speakers which use that approach. I've heard them many times and have never noticed a problem with low end integration.
A horn stops acting like a horn where the size of the mouth of the horn is 1/4 wavelength. That's why the Klipschorn is in the room corner. It uses your room corner as part of the horn. What I don't know is given the flare rate of an exponential curve, just how big a mouth that effectively is.
One of the other posters here suggested the 7 foot Klipsch theatre sub-woofer. A 7 foot wide mouth is a quarter wavelength for a 35 hz tone, so it only acts as a horn down to 35 hz.
I suggest you just be happy with your K-horns as is and forget the subs.