For health reasons
Some climbing plants need to be pruned. Especially beautiful flowering plants like the Passiflora or some Clematis. These can freeze in the winter, which is not good for their health. The whole plant can be affected and eventually die. It is very important to prune back these dead parts immediately after the winter.

Also with climbing plants that do not really need to be pruned, it is good to do an inspection every now and then. Always remove parts which look unhealthy and dead in order to let the climber shine again the next season.

Deciduous climbers
Deciduous climbers should only be pruned when they are dormant. That is usually in winter, roughly from November to April.