@marc.lairet, @Michael_Meyer - all that comes to mind is a Windows setting which I will do my best to dig up - does it work to click in the viewport first, then scroll the mousewheel?
There is this:
But that should be fixed long ago as far as Rhino is concerned.
"apparently the behavior on Windows 10 can be turned off. On Windows 10, left click at bottom left corner, go to Settings->Devices->Mouse & touchpad, and turn off “Scroll inactive windows when I hover over them”.