Some kind of flying giant monster, that picks creature off from the walls could be a reason why you don't climb up onto the walls to circumvent the labyrinth. Or the walls and the gaps could be gigantic, so it's just a choice of which labyrinth you prefer.
If it was a magical labyrinth, I'd just go with magical walls. The adventurers can try to climb it, but the top is always just out of reach, not matter how high they crawl.
Or if it's a magical labyrinth anyway, make the walls be made of force. Indestructible, perfectly smooth (and hence impossible to climb) and vanishingly thin (and hence impossible to stand on). It could be especially disorienting if the walls are transparent, making it nearly impossible to determine where the barriers to movement are more than a few dozen feet ahead.