This style — the aptly named Khleang style — is also evidenced at Phimeanakas and Ta Keo.
While the two appear to have been constructed as a set, that isn't the case. The northern Khleang was built first, by Jayaviravarman, with the southern following later during the reign of Suryavarman I, but was never finished.
Their actual purpose is a bit of a mystery, though given the name means "storeroom" it has been suggested that they were used to, well, store things — perhaps even people in the form of visiting foreign dignitaries.
It isn't really worth going out of your way for though the northern Khleang contains some heraldic style lintels in reasonable condition.