I'm a Delta Platinum who lives in Europe, and, I have to tell you, I always go for the KLM booking. Though this is something that is constantly improving - - it used to be that Air France was a dog that was hard to wag, whereas KLM was more responsive. But more and more both websites recognize your status better, and allow you to choose options (like seats) in advance sharper and better. (Also, as a coach flyer, KLM allows Delta elites to get good seats, while AF has most of the optimal coach seats blocked.)
Now, in the last year or so, AF is more integrated and Delta-elite-friendly in my experience, but I still prefer KLM, because if anything 'happens' it still strikes me as easier, friendlier, and more successful to mess with it at Schiphol vs. CDG, and Schiphol is the nicer experience anyways (CDG sucks, just in case you were wondering).
But one connection versus two? That makes the one connection sound pretty superior! The lounges at CDG will make it worth your while.
I also have had excellent experiences, if anything is ever needed, contacting KLM to fix it fast and right on the Twitter (AF might also have good Twitter fixers, but I haven't had the chance to do that there).