He has not tried to scale down Dean, but he’s scaled up on more than one occasion. Mostly because Dean just gives him a hand if he wants to go all the way to the ground, but has learned to not just grab Sam if he’s climbing up unless he feels like being scolded.
Sam could experiment with techniques like that around their room, but a lot of his climbing happens in places he’s never been in before because of the nature of their job. So he wouldn’t have the chance to set up a zip-line.
Of course, while in their room Sam could dive bomb Dean’s head with that.