You know... sometimes a banana is just a banana.
1) Women hate spiders, bugs, cobwebs, soot, snakes, scorpions, bird's nest, and anything else they might encounter in a chimney.
2) Women hate risking mutilation or any kind of damage to their faces or body. Dropping down a chimney is a sure way to get seriously hurt and/or disfigured for life.
The more I think about it, the less his story adds up.