I am with Retired.
Hey Lyman! Are you postulating that the PF simply followed steering cues?
What about other indications? basic crosscheck. Granted, the speed and maybe even altitude were questionable, but simply holding the basic attitude of 2 minutes ago would have been the wise choice, IMHO. Don't fool with the power, don't change pitch attitude. Don't just do something, sit there and analyze the situtation and then proceed. And I did not see that.
On my LEF failure, I pulled power back and stayed where I was because the jet was not outta control at that point. Sure, I continued the climbout to gain feet - speed is life, but altitude is life insurance. I posted that video to show how one could handle a unique mechanical failure, and in marginal weather.
If the basic cause of the climb was the PF following steering from the jet, then we have to train the folks for unusual instrument failures. As far as I know, the attitude reference systems were working as advertised. So just hold what you got and take a deep breath while figuring out the next step.
The whole thing pisses me off. A simple failure due to icing or whatever, then an intentional change in attitude within seconds.