When there is no map, using the scroll-wheel has no effect. If there is exactly one map displayed, the scroll-wheel will change the contour level of that map. If there are two or more maps, the map for which the contour level is changed can be set using either HID -> Scrollwheel -> Attach scroll-wheel to which map? and selecting a map number or clicking the "Scroll" radio button for the map in the Display Manager.
You can turn off the map contour level changing by the scroll wheel using:
(set-scroll-by-wheel-mouse 0)
(the default is 1 [on]).