I think having a friend sharing with the group "you know - falling while climbing complicated cliffsides, even if untrained and not properly secured, is actually a lot less probable than you might think. Maybe we should look for alternative outcomes of a failed climb check?" Would be considered a very nice, and appreciated by everyone in the group.
However if the rulebook states: "As it turns out that falling is an extremely unlikely outcome when climbing, you should not narrate that as a consequence of a failed climb check", that at least give me a very different feel. If I read that in a rulebook my initial gut reaction would likely be something along the way, "I feel like this game takes itself too seriously and imposes too many detail rulings I need to remember. I think I'd rather look for something more intuitive to play."