roncachamp
Final Approach
It was a long time in the past but I know that I would sometimes take off from an airport on the Front Range, IFR from the ground, then get vectored back and forth when going westbound because the airplane didn't have the climb capability to get right to the MIA. To avoid this zig-zagging I would ask for a VFR climb maintaining my own terrain separation. I can't remember being denied.
A VFR climb is a different animal. A pilot operating on an IFR clearance who is in VFR conditions can request a VFR climb. The instruction will likely include altitude limits; "climb VFR between 14,000 and 16,000", but would not likely include any mention of terrain or obstructions. The pilot would have to have VFR minimum visibility and cloud clearance up to 16,000. The pilot in this case made no such request and was not so cleared.