After the issue in bug 1563617 is fixed (thank you!), the currently-expected behavior (see bug 1563617 comment 16) is that the popup doesn't prevent mousewheel-scrolling anymore, but a side-effect is that the popup closes as soon as scrolling starts.

I personally think this is not ideal, as I'm possibly scrolling to find information in the webpage, that is needed for me to make a decision about the popup.
Also the popup closing while I'm doing a seemingly-unrelated action, is surprising and distracting.

Other browsers keep their popup open while scrolling.

I agree, that would be nice. To be clear, that's always been the behavior in Firefox, at least for a long time afaik. I bet there's some reason that popup rollup and wheel events are coupled (e.g. it's hard to handle wheel events while a popup is open).

This was fixed by bug 1551598.