If you host RadMultiColumnComboBox in a control with a vertical ScrollViewer, then open the popup content of the RadMultiColumnComboBox and use the mouse wheel in it, the parent ScrollViewer scrolls. In comparison RadComboBox and the native WPF ComboBox are not scrolling. Instead the scrolling event is consumed and it doesn't propagate to the parent ScrollViewer.
The attached project shows one way to work this around.