Window roll-up can be disabled under Window Manager Tweaks > Accessibility > Use mouse wheel on title bar to roll up the window

Getting the bitmap font right goes a long way towards making the theme much more cohesive: https://github.com/grassmunk/Chicago95/issues/218

If you decide to return to any GTK-based desktop environments, I'd suggest trying out the GTK3 port of the Raleigh theme (https://github.com/thesquash/gtk-theme-raleigh). It's a much less involved install compared to Chicago 95 but gets you most of the look-and-feel.

The Whisker menu properties menu also has settings to make it fit the Windows 95 style a bit better. Here's how it could look: