Okay so I investigated this and - the bug that you describe doesn't exist, per se. What's actually happening - there's only a 1-frame window in which to make this assignment, the very last frame before the climber falls. Normally, this doesn't matter too much, because when you try to assign the skill early, it gets queued, then activated on this one frame. However, the actual bug here: When you try to assign a skill via the highlight-then-rightclick, if the assignment fails, it just gets discarded rather than queued.
As such - this one is a no-bug, and I'll make a new topic for the actual bug.