Khloé also told Cohen that the reason she left her marriage was that she suspected ex Lamar Odom was heading for the kind of medical situation he finally ended up in. "I had never imagined it would be at a brothel; I just knew I had to get to his side," she said of her rush to help him. "His demons are overshadowing what a great heart he has; he could not be there alone, and I had to be that person."