Tmux is not capable of picking up natural scroll, you need to configure it:
# Mouse support.
set -g mouse on
# Natural scroll, line by line.
bind-key -T copy-mode-vi WheelUpPane send-keys -X scroll-down-and-cancel
bind-key -T copy-mode-vi WheelDownPane send-keys -X scroll-up
# Don't overwrite scroll for tools that already know about it.
bind-key -n WheelDownPane if-shell -F "#{||:#{pane_in_mode},#{mouse_any_flag}}" "send -M" "copy-mode -e"