The primary problem is that stepladders present a rather significant challenge to pathfinding.
Keep in mind, the current long-distance pathfinding algorithms are incapable of handling anything but purely terrestrial movement, and sentient beings are incapable of pathing into water (even if they are aquatic) and flying pets are suddenly ground-bound because they forget they can fly when tamed.
Dwarves already can climb if forced (my channel-diggers unfortunately choose to do so all too often instead of coming out the other side...) but it causes massive, jarring, obvious lag spikes because it requires they break the pathing system as it stands, and use of stepladders even in the limited, simple manner they are used now causes problems. This is why dwarves and other creatures climb only as an absolute last resort when all other paths are blocked.
When creatures try to path through air, they use specialized AI that is basically purposefully blind to all but a few tiles away to save FPS. (Flying HFS critters break that rule, which is why they murder your FPS, as well as dwarves.)
Hypothetically, in the future, if Toady overhauls all of pathfinding, this might be solved with a more dynamic pathfinding system that can recognize multiple types of movement over long distance, but players have been suggesting many different types of pathfinding for years, (search for "jump point search", "vector pathfinding", and, why not, "embarrassingly parallel") and it doesn't seem like Toady is ready to completely replace the pathfinding system for the foreseeable future.
Rather, if there's a use of stepladders as a "get up a tile" idea, then it would probably work better if they were built, rather than dynamically towed. "Scaffold" items in some other games are capable of being an upstair and a downstair on the next floor up in one building, and a stepladder might work like that, and combine it with an instant building and unbuilding speed to make it more practical than standard up and down stairs.
Having siegers bring some ladders with them would also be a perfectly sensible idea, as well. If built, they bypass the need to climb by at least one z-level, letting other goblins chase after the ladder-carrier quickly.