Vegeta thinks for a moment. "I don't think I ever have." He's always had the ability to fly, and if you could fly why bother with climbing? Before Earth he never cared about trying to keep his ki levels down, so there wasn't never a reason to not fly to get from place to place and go unnoticed by others. "I guess the closest was the Tournament of Power when we couldn't fly."

Actually... "Maybe we are going somewhere we're not supposed to fly, so not to upset the citizens there." Kind of like home at times, like with how Bulma doesn't allow him to fly around the city.