This superuser.com post outlines the issue and a fix. But here it is again in case that link breaks:

When linux is a guest, in certain applications scroll wheel events stop being received by certain applications when the mouse pointer is moving. This happens in vmware and virtualbox and in multiple distros. For me it was most noticeable with Chromium, and frankly, a deal breaker on using linux desktop virtual machines. It was the main issue that drove me to dual boot. Anyhow, I don't claim to know exactly what this does but it does seem to work. These instructions worked with Ubuntu 18.10 and will need appropriate modification (e.g. package managers and package names) for other distros.

• Check that you're currently using libinput:

$ grep "Using input" /var/log/Xorg.0.log
[     0.000] (II) Using input driver 'libinput' for 'Power Button'
[     0.001] (II) Using input driver 'libinput' for 'Sleep Button'
[     0.002] (II) Using input driver 'libinput' for 'Video Bus'
[     0.003] (II) Using input driver 'libinput' for 'VirtualBox mouse integration'
[     0.004] (II) Using input driver 'libinput' for 'VirtualBox USB Tablet'
[     0.005] (II) Using input driver 'libinput' for 'AT Translated Set 2 keyboard'
[     0.006] (II) Using input driver 'libinput' for 'ImExPS/2 Generic Explorer Mouse'
[     0.007] (II) Using input driver 'libinput' for 'VirtualBox USB Tablet'

• Install the evdev input drivers.
  • sudo apt install xserver-xorg-input-evdev
• Enable the evdev drivers.
  • cd /usr/share/X11/xorg.conf.d
  • We already had a 10-evdev.conf which is being overridden by 40-libinput.conf so all you have to do is:
    • mv 10-evdev.conf 80-evdev.conf
  • Reboot

Note: this appears to be all that's needed on Ubuntu 18.10. The rest can be tried if it still isn't working.

• Install imwheel:
  • sudo apt install imwheel
  • Start imwheel to test to see if this works
    • imwheel
  • Now go load up reddit in Chromium and scroll around while moving the mouse to see if this works.
  • If it works, start imwheel -b 45 at system startup.,