ちょ。。ルーク！ まさか、 その柱を登るつもりー
あー痛かろう。。。
足場もないのに
さすがによじ登れんよ
This sentence is all spoken by a single person. He thinks a character will try to climb a pole to catch an animal.
Why is のに being used? Wouldn't ので make more sense? "Despite the fact there are no places to put your feet on, as expected you can't climb it"
のに would indeed sound weird if this was a statement that conveys the fact that one can't climb the pole because there're no places to put their feet on. However, we can tell from the final よ (or the context or the tone with which the sentence is said even without it) that the purpose of this sentence is not that. It's said as a caution or reminder to someone who is thinking of climbing it despite the fact that there're no places to put their feet on. This makes のに natural. If you're a speaker of a less context-dependent language and feel something is missing, you could read it as something like 足場もないのに（登ろうとしてるけど）さすがによじ登れんよ.
While ので is OK, it seems to me a little weird in this context because the other person is there and shouldn't need an explanation about the lack of 足場.
Supplementing aguijonazo's answer,
You can refer to the following 大辞泉 entry. Grammatically, a natural way to interpret the sentence is that there is omitted part, as suggested in the answer. A practical way to understand it would be the usage expresses the feeling of surprise, similarly to its usage as 終助詞.
［接助］《準体助詞「の」＋接続助詞「に」から》活用語の連体形に付く。内容的に対立する二つ��事柄を、意外・不服の気持ちを込めてつなげる意を表す。「東京は晴れな―大阪は雨だ」「十分言い聞かせた―理解していない」「九月だという―真夏の暑さだ」 「それはまあ、よく忙しい―、気をつけておくれだ」〈人・娘節用・後〉
［終助］《の文末用法から》活用語の連体形に付く。不平・不満・恨み・非難などの気持ちを表す。「これで幸せになれると思った―」「いいかげんにすればいい―」
For comparison, a reasonable situation to use 足場が[/も]ないのでよじ登れんよ would be when the speaker goes ahead of Luke and reaches the pole first, then reports to Luke that it is not climbable.
痛いかろう should be 痛かろう.
ので would give a reason, 'because there is a foot-hold', while のに is adversative, 'despite there being no foot-hold', the sense that is required.
