There have been a multitude of Assassin's Creed games since the series began, and many of them let you climb things. Many of those things are appropriate for climbing, like trees and ladders. Some are things you definitely shouldn't climb, like cathedrals and other historic sites. But no climbing option has ever been quite so inappropriate as Zeus's penis.
Here you go
Yes, you can climb a divine dong in Assassin's Creed Odyssey, and it's rock-hard, too - because it's carved from stone. There's a massive nude statue of the Greek god aiming lightning at the poor mortals down below, and as with all permanent erections in the world of AC, you can climb it.