These baboons climb the high slippery hill and descend from it every day as a life necessity.
I'd imagine our remote ancestors did the same until they discovered fire. Can't sleep on the ground because of lions and hyenas, can't sleep on trees because of leopards.
For the modern rock climbers, it's a sport and like any sport, it makes no direct survival sense. Of course, professional athletes are getting paid for sport so one can say that sport is their survival skill. But that is in a different sense that those baboons.
The human body hasn't been designed for sitting in cubicles, watching at the computer screens and eating fast food in McDonald's. It wasn't designed for getting stressed out from watching TV or microaggression. Fat storage was for purposed to have enough nutrition to survive several days of bad hunting rather than for promoting coronary diseases and obesity.
Sports are the compensatory actions for the lack of survival threat and stress that the body is experiencing during sporting activity is the type of stress our bodies were designed to handle. So climb on!