Some programs do it. Some don't. Truth is I just wish they'd pick a behavior and it would happen everywhere and in every program. But no, some people decide they need to create custom handling or something because they don't like the standard windows controls, or their framework doesn't have native support for it (i.e. Java and other platform-agnostic frameworks).
Does anybody know whether J2EE apps do the inactive scrolling thing? I would therefore presume yes; alas, my systems are Java-free.