Welp, turns out things have changed.
Based on what I can find in the code after a not so quick look, you don’t need a long rope to climb down, but a grappling hook.
Turns out all the time I just jumped with my rope - be it in my normal play or in my testing - I just got lucky. Although, “lucky” is probably the wrong term: Dodge skill and dexterity do improve your chance of landing unharmed, encumbrance reduces it. And then there’s a bit of randomness thrown into the mix (resembling the 20% failure rate in my testings). The parkour trait apparently grants you to jump down one story unharmed and reduces fall damage taken on other occasions.
But I also was right in that point that you can get down unharmed by chance, if you examine the ledge.
I also was right that you can slip and fall down (unless you use a grappling hook) if you chose one of the other climbing methods.
As I assumed, slipping (or the lack of) depends on dexterity (positive) and carried weight (negative), but also on strength (positive), traits (parkour (positive) / bad knee (negative)) and wetness (negative).
A rope apparently can save you from falling into a sinkhole (not from a pit, and not from a ledge).