If you're willing to use rules from Pathfinder's antecedent Dungeons & Dragons 3.5, that game's Monster Manual on Natural Tendencies says
Some creatures simply aren’t made for certain types of physical activity. Elephants, despite their great Strength scores, are terrible at jumping. Giant crocodiles, despite their high Strength scores, don’t climb well. Horses can’t walk tightropes. If it seems clear to you that a particular creature simply is not made for a particular physical activity, you can say that the creature takes a –8 penalty on skill checks that defy its natural tendencies. In extreme circumstances (a porpoise attempting a Climb check, for instance) you can rule that the creature fails the check automatically. (7)
An abbreviated version of this text is available in the section Reading the Entries on Skills on Natural Tendencies in the System Reference Document (pretty much the D&D 3.5 core rules without examples) that Pathfinder used as its spine. I couldn't find this text—in whole or in part—on Archives of Nethys or d20pfsrd. Still, if you're okay with using material from Pathfinder's dad, then you can tell your players with confidence that in your Pathfinder games a porpoise just can't climb a rope.
Why did Pathfinder exclude Natural Tendencies?
I can't know for sure, but I can speculate. Starting with about its Monster Maunual IV, D&D 3.5 used a different stat block format than that used in the SRD, and, rather than use the SRD's stat block format, Paizo opted to use for Pathfinder a stat block format that was very similar to that later 3.5 stat block format. I further suspect that this was because the newer stat block was close enough to the stat block fans had been using at the end of the D&D 3.5 life cycle, and Paizo was trying to maintain any 3.5 it could. Also, I suspect that because many of Paizo's Pathfinder developers at the time had migrated to Paizo from Wizards of the Coast that they were already familiar with how to write those new-style stat blocks therefore the only slightly different Pathfinder stat blocks.
Anyway, this even newer stat block format necessitated writing for Pathfinder a brand new Reading the Entries section called Monster Entry Format. Its entire section on Skills says, "The creature’s skills are listed here alphabetically. Racial modifiers to skills are indicated at the end of this entry. Skill names are always capitalized." (This is identical to what Pathfinder's first Bestiary says on Skills (6), but I don't know if later bestiaries have more detail.) I doubt the lack of that Natural Tendencies information is an intentional change (like, for instance, the changes Pathfinder made to the skill Disguise; also see here), and, instead, that information was either lost in the shuffle or—in my opinion, more likely—omitted as unnecessary… probably because, when it was released, Pathfinder players (most of whom were D&D 3.5 players) who bought the Bestiary (Nov. 2009) already knew—intuitively or because of that section on Natural Tendencies—that a porpoise can't climb a rope.