Not a bad deal, just booked LCY-AMS-ZYZ and it was only £11 dearer than the LCY-AMS fare for the same times (and they didn't try to charge taxes for the train leg!) - dreaded 25% fare bucket though, but worked out cheaper than I could find with Eurostar (connecting via Brussels) so I thought I'd give it a go.
There's not much online about the Thalys and KLM, the Air France Thalys codeshare between CDG and Brussels is listed on the Air France web site and they offer an AF lounge at Brussels station and a first class compartment on the train regardless of fare paid. KLM is not mentioning anything like that so I assume no lounge in Antwerp and second class seating.