What a great story, Evelyn ! ! I could just visualize that little chihuahua climbing the fence as I was reading your story.
When we lived in Boise, Idaho; I had a little longcoat chihuahua that was a great climber, too. He could (and did) climb over any fence we had when he wanted out.
I think that they are such a strong, yet lightweight little dog, and so very agile, that it is easier for them to climb out than it would be for a larger dog.
Although Penny (Sadie's mother or grandmother) used to do a pretty darn good job of climbing over fences, as well, and he was a heavy bodied little dog.
All it took was one thunder-boomer, and she would climb just about any fence that was between her and the house. She wanted to be inside and under that bed when a thunderstorm hit !