Maybe your father showed it to you, when you were small and do not remember it.
But yes, it is leading by example. If other kids climb trees, that is an example as well. If "kids these days" rather play on their devices, but I want my kids to experience something different, then yes, I need to show it to them. (But I also, or mainly do it, because it is fun and training for myself).
If we are with other, wilder kids, which we occasional are, no need to show anything to them. But on the default playground today, it really does seems like it has gotten very rare. A tree is not a certified playelement after all and who to sue if something happens, so best to avoid it, is what most probably think.
Good point. It was the same with me. I climbed trees my entire childhood and never saw my father do it. I doubt my daughter will though as there isn't any forest nearby and in the 90s, kids spent all summer outdoors and that isn't even legal anymore (my parents didn't know where I was for hours at a time when I was as young as 5).