Ummm. I did scroll down with the wheel while in Dex Mode, but the way. I have a Samsung Galaxy Note 10 + and a Samsung Galaxy Tab A 2018. Dex Mode or maybe the app is bugged. I can use a 3rd party usb-c adapter to both devices and scroll the cursor away. Just only when I am Dex Mode I am unable. I just discovered that. I will do some more testing on my other monitor. This one I use as my primary, is Display port not HDMI. It is, but I have only a display port cable to this monitor.
Time for dinner, cheers.