Thanks for the feedback!
Could you please try if the issue exists with Blast protocol?
1. Connect to Horizon Connection Server and login with your account
2. Right click on the VDI pool, select "VMware Blast"
3. Connect to the VDI pool, try if the horizontal scroll works
@FilipL96 - Did you ever get horizontal scrolling to work in VMware Horizon view client? I also have a logitech MX master and cannot get horizontal scrolling to work. Everything else works as it should.