I had a KLR 650, an '06. The KLR is considerably more powerful than the Savage, as it is oversquare bore and higher compression. It is also water-cooled and revs higher. The KLR is probably 10-15 mph faster. Fuel mileage is similar at similar speeds, but the KLR has that lovely 6.1 gallon tank. I found the seat on the S40 (mine is an '07) less uncomfortable, but the suspension on the S40 is worse. The KLR is said to be underbraked (so is the S40), but I didn't have problems. I like the seating position on the KLR better. The reason I traded off the KLR was its height. I couldn't flat-foot it, and I never felt comfortable "paddling" it around with my feet. It made me very nervous on rough ground, because I always was afraid I would lose my footing and drop it. The mirrors are much worse for vibrating on the KLR. The KLR comes equipped with a nice rear luggage rack, and has a disk rear brake and chain drive instead of the S40 belt drive and drum brake. The S40 has screw and locknut valve adjusters, while the KLR is shim under bucket, requiring the cams to be removed to make adjustments. The KLR has a trip odometer and a tach, things the S40 lacks. The KLR also costs considerably more.

There is also that little matter of a 35" seat height.  A bit of a stopper for short people.

What worked for me was to leave the bike on the sidestand, put my left foot on the left peg, then sort of stand up on the peg and swing my right leg over. When my weight landed on the seat the bike dropped on its suspension enough to put it just about upright, and I could get my toes on the ground on both sides. Getting back off was about the reverse - put down the sidestand, lean into it a little, the stand up on the left peg (leaning left) and get off. Just for info, I wear a 30" inseam.

If you are seriously considering travelling two-up, neither the S40 nor the KLR is a good choice. Take your riding partner with you, have one of the sales help hold up the bike, and both of you get on it. Then sit for as long as the sales person will hold the bike up. Then go look at a machine with a real passenger seat, such as a Gold Wing or one of the Burgman scooters. Better is a test ride, two-up, but apparently test rides are hard to come by.

I used to have a Honda Helix scooter. The seating position, two-up, was pretty decent. But my wife complained that the wind coming over the windshield hit her square in the face. The passenger seat was several inches higher, and that put her in the wind. That's the sort of thing you can't tell, sitting in the showroom. Remember the old adage - "If the wife ain't happy, ain't nobody happy."

Edited to add: You both need to sit on the bike, ideally with feet on pegs/floorboards. This is because with the driver present, the passenger will be forced to spread legs wider apart to clear the driver's body. The driver may also be forced to sit a little further forward. You might want to hold up the bike yourself, and see  how much trouble it is for the passenger to climb on board (or to get back off). Much better to discover these things in the showroom before you sign on the dotted line.

It's hard to think of two more different bikes, except for the engine capacity.  

Kind of like comparing a Jeep Wrangler with a covertible compact just because they have the same engine size!

Any comparative attributes of these two bikes are meaningless, because they were marketed for completely different end-users.