He stabs the wall with a much greater force than his natural body weight exerts as he climbs. Also, he's stabbing with the tip, making penetration much easier. The entire force of his stab is concentrated into three tiny claw points. When he's climbing, the (significantly lesser) force of his body weight is concentrated along the length of his claws, a much larger area.
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Yoblazer: http://oi52.tinypic.com/ad21i1.jpg
Watch and you'll see... someday I'll be... part of your world!