I used to free climb up 150ft regularly, to the top of the rig I worked on. Great view on a nice day. I know, 150ft is nothing in comparison, but you still die if you hit the deck from that height.
Most rigs have "backscratchers" on their ladders now though, that prevent you from falling outwards and give a little support if you want to pause for a bit.
You will notice that they do have a safety line, but as the guy says it is more tiring to use it.
A guy I worked with climbed for fun in the Alps, so thought nothing of climbing the rig structure itself, for fun. Whereas I took the ladder provided.
Many of these guys like the one that you see in the film are climbers anyway, so love it.
Many rigs employ qualified abseilers for work up in the derrick structure.
