Climbing legs is something my cats only did when they were younger. Now (they are 6 years old) they don't do it anymore.
But Filou like most Abys jumps on my shoulders and gives me nosekissies and headbumpies. (Of course he uses his little dragon claws to keep the balance when walking round my shoulders- but he never does it aggressively) It is his favorite way of showing his affection and although I run always for a big bath towel when he starts to look in a certain way I would never prevent him from doing so because he is so cute and I like his hugs, kisses and purring. He is very light too and I am glad Tigris (13 lb) doesn't jump.