See attached movies and attached sample project.

In movie JFXPanel two windows with the same application. Which is the top - is usual javaFX application. Which is the bottom - using JFXPanel and JFrame. You can see that scroll event came to button with cutted info (I produce vertical and horizontal scrolling on both button in both windows).

You can check, whether scroll event coming right, using attached application. There is a ScrollPane. It works with horizontal and vertical scrolling well. You can see on movie("ScrollPane - no reaction on horizontal scrolling"), that it show no reaction horizontal scrolling (I mean, that during video I produce horizontal scrolling events using mouse wheel sloping).