Hello Buzzlightyear_007,
We know how important it is for you’re the behaviors of your mouse to work as expected, and you’ve come to a great place for help!
Being able to zoom while using the scroll wheel feature of your mouse is important, and we do want to advise that the feature may not be supported in all apps and functions. It sounds as though you’ve enabled the feature within Settings > Accessibility > Zoom > Keyboard Shortcuts. If you haven’t already done so, you can enable that feature using those steps, and enable Zoom with Scroll Wheel. Hold the Control ^ key while scrolling to adjust the zoom. More information about Zoom and using a Bluetooth mouse with your iPad can be found in the following articles.
Zoom in on the iPad screen
Use a Bluetooth mouse or trackpad with your iPad
Take care!