I don't think we can ever determine exactly WHY a ball python might feel the need to climb, but we don't need to go into nature in order to observe the behavior. Ball pythons will climb. Mostly babies and juvies because they are lighter, thinner, and just better suited for climbing.
We also can't say that ball pythons LIKE to climb. Perhaps they are really just looking for food. Perhaps they are trying to get off the wet rainforest floor. Perhaps they are trying to escape the heat. A very in depth study would have to be done to determine this.
I think we can all agree that most smaller ball pythons, given the opportunity, will climb to some extent for reasons unknown!
Does this mean we need to offer all ball pythons climbing branches? No not really, since they seem to be perfectly fine just exploring horizontally. There isn't some crazy mass captive death of ball pythons because keepers aren't giving them enough room to climb. It is simply not the case.
Want to have a branch in your enclosure? Sure! Go for it! Your snake may or may not use it, but if it makes you feel better, use the branch. It will not harm the animal.