I would think that would be separate - the keyboard re-mappings are different for each keyboard that you plug in.
I use a normal wheely mouse and am fine with "natural" scrolling, but I may just be weird in that respect. (I've had really bad luck with bluetooth mice, so my not so magic mice live in my closet.)
That's what killed the "Apple's UX is great and it just works" myth for me after i got my first work issued MBP. Not only is a basic feature lacking, there is stupidly confusing configuration for it in two places that makes you think it exists, but it doesn't. Apple's UI/UX/PM people make stupid decisions, same as any other company.
It’s about the fact that in macOS it’s the content that scrolls, not the viewport. By moving your finger up on a touchpad you’re pushing the content up, and the wheel of a non-Apple mouse is a physical proxy of the content.
You may not like the decision, but in my opinion it makes a lot of sense, and I set the mouse to work like this even in Linux.
It's nice to have the option for that, isn't it? Instead of having two toggles in two separate menus change the same setting who knows why.