The differences in scrollbar styling between the Power BI Desktop and Power BI Web environments stem from rendering UI elements within both environments. The desktop version of Power BI renders using the Windows-based rendering engine, whereas the web version uses styles dependent on each particular browser. This can lead to a mismatch of scroll bar appearance, size, and behavior.
Workaround Methods to Keep Them Aligned:
Use a Custom Visual or HTML/CSS Styling—If you are embedding reports in an application, add CSS styling to make the report scrollbars pretty much the same as the application scrollbars. However, this is not available for directly doing that into Power BI Desktop.
Report Layout & Page Size Change: Reduce scrollbar usage by maximizing the spacing of visuals, breaking it up into multiple report pages, and using slicers for filtering instead of long scrollable tables.
Test by cross-browser testing: However, note that if you are embedding reports in the Power BI Service, different browsers render scrollbars differently, for example, Chrome versus Edge versus Firefox. Try Edge for a more consistent experience with Power BI Desktop.
In Power BI, there is no pre-installed setting to unify scrollbar styles; there is great hope that Microsoft will improve this in later updates. Are you having usability issues because of the differences or just design issues?