After thinking a little, I believed the reason as to why Klonoa would be "summoned" to other worlds, is maintly because (While in his "sleeping-trance" seen in L'sV) he can sense unanimous trouble happening to certains worlds. I guess people praying hard enough (Like Huepow or King of Sorrow) could influentiate the process.
While he doesn't know what the main problem is at first (The same thing can be said about the world he currently dwell (Klonoa asking "Where are we, anyways?", and after getting some kind of response via Popka, began to think heavily), he quickly establish there is indeed one, as there would be no reason otherwise to be put here.
Following this "logic", in DtP we don't know what was his mindset before his memories were "modified" (And we don't know why Huepow did, either). At this point though we enter the [Indecisive territory / Do not continue], however the "theory" still does appears likely.
As for the second installment, everything falls into place.
At this point though, you would argue : "What about Dream Champ Tournament, or Empire of Dreams (Or many other games of the serie)? Aren't there discrepancies with that "theory"?
However, this thinking entirely depends on the "roots", in other words, "what you would think of the general continuity of the serie" :
On the first approach, you could try to link every pieces together, but at first glance it seems impossible (Maintly because of Klonoa Heroes).
On the second, you'll have an industrial mindset, such that DtP and L'sV are bind together, and the rest are just spinoff that doesn't have as much thinking put into them. I'ts more about gameplay, sellings rather than building a coherent universe within all games.
The third one, would be believing that every games, is part of Klonoa's dreams when he sleeps, as seen at the "opening" of Dream of Noctis Sol. Obviously, everything becomes tightened together like a completed puzzle, because you cannot create or modify a dream's content (Although you can influentiate them IRL). Literally everything can happend, that includes K Heroes, or maybe even the manga. But I personally don't consider this option for reasons stated below.
I'm not sure in which category I belong to, but based on what I've said before, the industrial mindset fits me.
But maybe the upcoming film, hopefully will expand on this subject.
I don't recall : How do you see that Huepow "called" Klonoa? Where can you learn that in the game?
Also, be careful when using "Dream traveller". If I recall correctly, that is a title given by Bagugi (aka KoS), but why would it be the absolute truth? This title give an idea to represent Klonoa's role, but it is far from the actual definition. Also it is used in L'sV, but what about DtP? Don't they know anything?
This also makes me wonder : The King of Sorrow, was the one to "call" Klonoa. He knows, is aware of the fact that "something" can bring him out of his misery. Could it means he know a lot more stuff than we initially though?
Finally, I wouldn't take count of Dream of Noctis Sol, since it is not finished. What if, near the end of the webcomic, everything would be explained into great details? (Quick reminder : Noctis sol "Your attack threathen the order of dreams. [...]") But we will never see it, that's why we shouldn't count on a uncompleted story (The same way you wouldn't want to walk on a unfinished bridge).