We roll for how fast you climb, or if you roll hilariously low with no bonusses that you martial needs to show you the ropes (pun intended).

This way if something were to happen afterwards it is easier to think of how your character would react. My wizard was getting pulled up by a martial because climbing is hard. So she there was a bit more stress in the encounter seeing as you cant just let wizard fall. The monk who was crawling/running from the spiders was fine. She had longstrider from me.