Would you guys like this feature? Something like this happened in skyrim at one point. But would you like to see it expanded upon? I think the ability to climb in general should be in future bethesda games but I want to know what you think about werewolves doing it?

Yes. It would give the feeling of being a actual werewolf. Also like you said, I really hope Bethesda adds climbing as a skill in the next TES game. It would definitely help scaling mountains a lot easier.

??? werewolves would be less able to scale walls than normal players.
Add that one of the few reasons to be able to climb an wall in Skyrim is to get an sniping position.

Daggerfall had wall climbing, worked and was useful in some dungeon and getting over the city wall after the gates was closed. No other uses except climbing on an roof an cast fireballs on guards until bored.
One major weakness was that you could climb an vertical wall but not an hill or roof who is climbable in real world.

The last thing I would be interested in seeing is the return of the dreaded 'Climbing' skill. In early Elder Scrolls games, it was used in dungeons and the exterior world to scale vertical walls. Some things are just better if left out of Skyrim. Climbing happens to be one of them.