kline is strictly an ircd thing and Anope has nothing to do with them. Anope also lacks a gline command, this too is also an ircd thing. SGLINE is not the same as gline. on some ircd's Anope may set glines or klines on all servers as akills. like perhaps Bahamut since it caches akills to prevent join/part style connection flooding.
Additionally it's up to the ircd to display the message to the client, so Anope has no control over that either.
For example this is what Unreal send to my client:
00:10 -!- ERROR Closing Link: kats-irssi[192.168.2.10] (User has been banned from TESTnet ([katsklaw] just testing))
"User has been banned from TESTnet" was provided by the ircd. "[katsklaw] just testing" was provided by Anope.
