I love the natural direction for my track pad and phone, but I’ll die before I use it on my mouse. I have to use a 3rd party app to make my mouse behave the way I want and still use a track pad

The default behavior of mouse wheel (what shown in OP graphics) is the same as on the phone. What are you talking about?

It’s not. When you move wheel up, content moves up. When you move finger up, content moves down.

On your phone when you move finger up, the content moves down???