Totally agree.
I am doing it with the software Controller Mate (only for Mac), but I suppose there are other apps that makes the same for Windows.
What I do with Controller Mate? I turn off the mouse scroll when I press the shortkeys that opens Mix Console. When I press the same shortkeys to quit Mix Console, the mouse scroll turns on.
Anyway, it would be great to have a check in Preferences of Cubase to select this option easily.