Ivan - I can wheel scroll the dropdown options in that dojo example - on a Mac, in Chrome, Firefox, and Safari. However, in Chrome & Safari, no scrollbar is displayed, so there is no visual indication that the options list is scrollable (see attachment). In Firefox, the scrollbar briefly appears when the list is first expanded.
Without auto-scroll, discoverability of scrolling in dropdown lists is a problem. I've had a number of complaints that dropdowns are missing options, when the issue is that people do not know the option list is scrollable.