This was mentioned several times on the forum, but i didn't find dedicated thread for it.
Why do I believe it should be in "Problem Reports", and not in "Features & Ideas"? The reason is this.
Add midi track, open Piano Roll View. Alt+Wheel zoom is working (I use "Simultaneous Horizontal and Vertical Zoom", if not it is Ctrl+Alt+Wheel). Enable View->Show/Hide Drum Pane in PRV. Alt+Wheel zoom stops working in Notes pane too, and it doesn't work in Drum pane, Notes pane, and Controller pane. Disable Drum pane, and it works again (only on Notes pane). It couldn't be desired behavior, so maybe it is not a bug, but it is definitely bad implementation, that should be fixed, and not a feature, that could be implemented, or could be not.