Check out Scroll Reverser; it's a tiny, open source app that solves exactly this.

There are some other alternatives like BetterTouchTool if you want some other changes like gestures, but as far as this specific problem goes you can just `brew install scroll-reverser`, set up the settings you want and forget about it. Life is too short to deal with this nonsense which is clearly designed to sell the Magic Mouse.

https://pilotmoon.com/scrollreverser/

Hold on, why isn't this a touchpad setting in the OS?