To clarify, the Klondike in You Should Have Known refers to the frozen Northern tundra, not the delicious chocolate-covered ice cream bar, although that would have been more fun.
In any case, the Klondike pops up a few times in this book. Jonathan is obsessed with the region: He was reading a book about the Klondike the night they met, had a postcard of Yukon Gold Rush pilgrims in his dorm room, and loves Jack London's short story "To Build A Fire." There isn't anything he wouldn't do for a Klondike bar―sorry, we're still thinking about the ice cream.
Grace explains the Klondike's symbolism herself when she meets with Vita and begins to consider restarting her career as a therapist. Vita offers to help her join a group practice, and Grace realizes how thoroughly she has put her therapy career out of her mind, as if she watched it float away on an ice floe.
Which only meant that she herself was now stranded on some arctic edge, perhaps already beginning that long, drifting decline that had so fascinated Jonathan. In that story, the one he had loved, about the man and the dog and the lost fire, the man makes only one single panicked bolt for survival before giving up, letting the sweet numb cold pull him out of life, but the dog trots onward, thoughtlessly in search of another man and another fire. He isn't tortured about it. He's just programmed to live. That was Jonathan, she supposed. If one scenario didn't work out, you just trotted along through the snow to the next. (19.348-349)
While most dog lovers would take issue with this depiction of man's best friend, the image fits Jonathan to a T. No wonder he's so fascinated with the Klondike—he too is a lone wolf, concerned only with his survival and wholly unaffected by the suffering he leaves behind.
Of course, it's possible Jonathan's love of all things Yukon is just another mask he wears. His letter to Grace in the book's final chapters gives Grace very specific instructions for how to join him in Canada, down to describing a Klondike-related landmark where he'll wait for her.
In typical Jonathan fashion, he's finally found in Brazil, making his Arctic fascination yet another symbol of his deception. Yukon should have known.