High Hrothgar has stairs leading up to it. That's not the same as mountain climbing.
True, and there's nothing stopping other mountains from having the same, it doesn't necessarily have to be stairs, of course, as long as it's a traversible path. I think we can safely assume that we won't be actually scaling sheer cliffs, but that doesn't mean there can't be paths going up mountains. If there's something at the top of the mountain you'd want to see, then you'll be able to reach the top somehow.
I just hope that Bethesda doesn't use invisible barriers to keep me from climbing mountains I clearly should be able to climb like in New Vegas, if I can't climb a mountain because it's too steep, I understand that, but I do not want my open world game to be forcing me to follow a linear path when there clearly is another way I could go that the game just won't let me take.