With the new update giving an option to add a slicer as a dropdown, I found that the scrolling up or down on the slicer does not work on Dashboards or embedded reports. It works on PBI Desktop
I have the same problem, but only in Internet Explorer 11. Instead of scrolling in the slicer it will scroll the whole page, even if you click the scrollbar. Even after selecting something in the scrollbar the slicer will not move when scrolling.
It works fine in chrome!