This is dependent on preceding cross-platform clean-up patch (It could 
be recast not to depend I suppose, but that would then necessarily 
involve embedding similar X11isms in mwheel.el to the ones banished by 
the clean-up patch, and be messier looking - the extra abstraction
provided by interprogram-region-function proves useful in the fix)

Didn't spot this for ages as I don't mouse wheel normally (have a gfx 
tablet).  Without this patch, when you have a 'only active region  (i.e. 
shift-cursor or mouse generated) and select-active-regions enabled, when 
you wheel scroll enough to trigger the mark-deactivation path in 
mwheel-scroll, the system selection will end up set to a surprising 
region not corresponding to the last visibly active region, which is 
irritating, especially if you were scrolling somewhere precisely to 
insert somewhere else.