I am actually happy they lock Air Dash for as long as they do. Moving without it is much harder, and it trains you to be aware of your surroundings and learn what you can and cannot interact with. I feel some of the minor intricacies of the movement would be lost if air dash was given right away.
I think this is the logic behind it.
Locking Air Dash, the higher jump and the water grind early in the game (I think water grind is locked) forces you to get good at certain skills.
The one skill you never really are forced to develop is wall run until a single mission. I've been working on that on my own and it makes traversal much easier. I think they could have used that for making tall buildings harder to climb. i.e. put a bouncy surface on the opposite side of the building, but my guess is they are trying to curb frustration throughout the design which is why they didn't do that.