I find this very confusing.
Players (characters) make choices and have consequences when they do stuff.
In D&D, They can only do stuff if the DM lets them.
The DM Saying yes means the player is allowed to try something, not that they automatically succeed. The player asked to do something the DM says sure try, and then there might be consequences.
If the DM defaults to no, players QUICKLY realize that the real options are the obvious safe ones and they stop bothering to try and do interesting stuff.
So the answer is "get some magic..."?
Why should magic be the answer to EVERY problem?
If the wall is small, a PC should be able to scale it with a basic athletics check. If the wall is large, a rope, grappling hook (which they likely have in their gear) and a basic athletics check. Without gear, the character should STILL be able to do it, it should just require a higher check. Why should something as mundane as a wall require complicated gear or magic?
Note, this, in no way, means ALWAYS say yes, or more importantly, always let the players succeed, far from it. The DM should absolutely not be afraid to say no. But IMO, when the DM tries to say yes, it means more when they say no.