Damon is very hypocrite when he is acting all good... so I just don't find those moments interesting.
As for Klaus his soft moments used to be good because it wasn't exaggerated and it didn't happen often (have in mind that I haven't currently watched his show, so I have no idea if he hasn't turned into a saint by now)
Acting wise, Joseph pretty much is the best out of the whole cast (both TVD and TO) so probably why we really felt draw to him when he first showed up