It sounds like the issue might be related to your mouse settings or drivers, rather than a Windows setting. Have you checked the settings in the Roccat Swarm software to see if there are any options related to the mouse wheel behavior? Some mouse drivers allow you to customize the behavior of the mouse wheel button, such as assigning it to a different function or disabling it entirely.
If you can't find any settings in the Roccat Swarm software, you can also try checking the mouse settings in Windows. To do this, open the Settings app and go to Devices > Mouse. From there, you can adjust various settings related to your mouse, including the scroll wheel behavior. Make sure that the "Scroll inactive windows when I hover over them" option...