This is really what it comes down to. If you wanted there to be a consequence, such as falling, you set the DC 10, and giving advantage for the rope works fine. The consequence only happens if they get a 5 or less (falling), and at 3 checks with advantage it's unlikely that anyone would have fallen, but still possible. This puts the players in the situation of deciding the acceptable level of risk. It's a moderate risk for the rogue with only a +1, but will probably not fall if he has advantage. With a +5 the fat dwarf would have been fine, with a failed roll only delaying the character. I'd only make the fat dwarf roll if he's ahead of the rogue, because it doesn't matter how many times the dwarf fails, he'll get there eventually. If he's climbing ahead of the rogue this would keep the rogue on the rope longer, potentially cause him to have to roll more checks and eventually fall, but smart players & characters shouldn't do this.I wanted a CHANCE of falling, that's all. Not instant success but enough to make you think twice. They had no time constraints and no immediate guards.
In theory you could also have set a fall DC of 5 without advantage, but you want to be wary of doing this. If you set a low DC due to the advantage of a knotted rope, then you are opening up the option of them gaining advantage another way. The reverse is also true with disadvantages, but obviously that's most likely on your end anyway.