Your AFNI's behavior is peculiar. In my version (on a Mac), the scroll wheel moves through slices/images easily when the mouse cursor is over the image, but does nothing when it is over the slider below the image. The source code only looks for scroll wheel events in the image, image intensity bar, and graph windows.

Without a system like yours to play with, it's kind of hard to figure out is happening remotely. (Where "kind of" means "impossible".)

What Rick is alluding to is when you use the scroll wheel over the image AND have the Alt or Command key pressed down on the keyboard at the same time -- then the threshold slider moves up and down.