To be fair Kalou ws playing in Holland at 18, his brother had been playing there for six years before that, so I'd guess he visited him. If he's been exposed to Dutch culture from the age of 12 it's understandable he may feel more Dutch than Ivorian. It's just a more extreme example of someone like Johann Djourou, born in the Ivory Coast but moved to Geneva when he was 17 months and now plays for the Swiss. Sometimes people can feel an affinity for another country.
No offence but what about Clarence Seedorf, who played for the Dutch but was born in Suriname? Or Edgar Davids? What about the French naturalising players from former colonies? It happens because teams want to get better. The difference here was that Kalou's pretty good but is not better than either Robin Van Persie or Arjen Robben, but you can bet your arse if he filled a much-needed role he'd have had his naturalisation accelerated. Principles don't come into it.
Cricketers do it too. Hell if they didn't allow it in Rugby the Kiwis would suck.