Catholic's don't really have much of a dress code so climbing attire should be fine.
Maybe not as a corporate policy, but back when I still occasionally went to mass our local head priest scolded the attendees in one of his sermons, saying in effect that shorts and t shirts were not suitable church attire.
This guy was an expert when it came to making the parishners feel unwelcome in his church. You could always count on him to slip into his sermons at the BIG SUNDAYS (Christmas and Easter) some shot about how the good people don't only come to church on those days. Since the crowd on these days was about 3x the usual Sunday size, it was safe bet that most of the locals were not good Catholics. With hot and cold running guilt trips, it's no wonder folks didn't attend regularly.