Except it's just as annoying the other way round. I often use the mouse wheel to scroll the active window's document, without the mouse being over that window (I've usually moved it out of the way to avoid the pointer obscuring text etc). The fact that Windows
was designed to always work without a mouse (wheras Mac OS has historically required one to function) probably influenced the approach Windows took. I have to say that I personally much prefer it, it seems far more logical and useful to me.
I can appreciate the usefulness of that scenario as well, but I think there should at least be an option to choose which way you want it to work (Windows 8?). For the kind of work I'm doing, the Mac way is so much more efficient; there is so much less clicking