Suggestion
When dropping a climbing set on a mountain level of the wilderness, add a prompt confirming this action, e.g. "This doesn't really seem like a good idea. Drop the uncursed climbing set nonetheless? [y/N]".

Why it'd improve the game
Dropping all your climbing sets if you were on a tile surrounded by more mountains makes the game unwinnable (unless you can generate another one somehow). ADOM can be and often is unfair, but it already tries to prevent you from spectacularly fluking a game by e.g. dropping the Chaos orbs in the ID. This might be seen as a similar safeguard.

Notes
Perhaps the prompt could only appear when the PC's Learning or Perception is above, say, 10, so that stupid or imperceptive characters don't see a risk with this.