My Little Pony © Hasbro
Well, the reason why she's climbing is because of the fairy tale reference. I suppose a filly like her may not yet fully trust her wings, so maybe she just preferred to climb that high instead of flying and the wings are like a backup plan.
But honestly, the Rapunzel story wouldn't make much sense in a world where a big chunk of the population can fly
I guess the whole character was played as a bit of a dark joke, that's why there's no background story. There's a big dissonance between how the character acts and how she looks, which is challenging for us viewers.