I have contacted Klocwork directly with regards to this to get their input on the matter. Their CTO, Gwyn Fisher, has responded with the following:
Whilst it may appear at first blush that Klocwork, due to deprecating kwinspectreport (note that deprecation in 9.5 means it's gone in 9.6, not 9.5 itself), is intent on steering people solely through Klocwork Review, this is not necessarily the case, although we're always happy to see people use the tools we provide (especially as Review is so 'Ooo' and 'Ahhh' these days... ;p). The old inspect reporting tool had many shortcomings from our perspective, not least of which being a login session requirement, something of a security hole in any enterprise setting. So in terms of its deprecation and replacement, the Web API (JSON over HTTP) is our interface of choice for people creating integrations such as with Jenkins or other CI frameworks. If you're concerned about the data model change from XML to JSON, and wish to keep your work in the XML domain, we have prebuilt examples that show how (in a very small number of LOC) to emit the old inspect report schema from the new API in a variety of scripting languages.
I hope this clarifies any concerns.