You have to shoot that treasure down actually. There were a few instances where it seemed like you should be able to climb things but couldn't when I played through, but it only bothered me a bit because I played Assassin's Creed. I can see why they did it though; Uncharted 2 is still very much a linear experience and letting you climb anything even if it goes nowhere would just make things confusing for the player since it'd be harder to find where you need to go. It does break the immersion a bit, but there aren't many good ways around it in a game as detailed as Uncharted 2.