It is understood that the frictional force helps to climb over a pole because it provides the required roughness between the pole and the body climbing on it.
But there is an inverse relationship between the frictional force and the slipperiness. The grease increases the slipperiness on the pole. In another words, it reduces the frictional force making it difficult to climb on it.
Therefore, due to the reduction of frictional force, it is difficult to climb on the pole.