zoloft is an antidepressant- an upper - and klonopin is a benzodiazapine- a downer
If you take klonopin alone, you could become depressed. Maybe that's why they add the antidepressant.
Depends on how bad they think you are and if you are coming off any other form of medication it would help reduce withdrawls. Such as Zandeedlyanax. ( Xanax ) As Ned Flanders would say !