1. The closeness allows observation and further "intel" on the movements etc... of the Serb Military.
2. The training alliance allows the US to train up the Serb Military for their own personal vanguard in Kosovo and Southern Serbia. At some future point, in BiH as well.
When the KLA become too out of control and such a liability, the US will give the Serb Govt the green light to move in to kick the living sht out of the KPC, KLA, the KFC or whatever they will call themselves tommorow.
The time will arrive when the Cekus of Kosovo have pushed their boundaries too far and pay the price. He will piss off one too many of his fellow Alb criminals when a hotshot young yahoo thinks it's "his turn" to control the crime syndicate in Pristine and run Kosovo.
Don't worry about Ceku and Thaci evading justice when it will be sweet jesus when they are done in by his fellow "Kosovars".
Ya know, flashbacks to his day in the Guard while pulling security for the corner KFC.