Wargs can't climb.
Traversal and climbing is an essential part of gameplay in Shadow of Mordor, but we know that wargs are not effective climbers--otherwise a group of wargs would have made a meal out of Thorin and Company during their escape from the goblins of the Misty Mountains. Monolith needed a climbing mount, otherwise players would feel limited when riding their mount instead of feeling empowered. A new creature had to be created.
Simply put, this is an example of the existing fiction not being compatible with the gameplay needs of the product.
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