While the first path may seem more interesting to you, think about it.
You're climbing around on skyscrapers, very dangerous. You go though a sewer, gross, you climb up the tower in the church, though the clouds, I assume symbolizing dying and going to heaven, but then when you get there you crash right back down due to your poor choices. And what do you get for your troubles? You get locked out.
It may be more interesting, but it has consequences that the simple path does not.