When you first meet up with Zelda, who is the voice leading you through your journey, and the one who designed the Sheika Slate, she is in her Zelda form. Since Impa is powerless, Zelda can no longer turn into her Sheik form. At E3, Sam I believe, said Zelda can't climb walls. She was talking about how Link couldn't climb walls in the Shrines, but perhaps that was fresh in her mind