I have a DropDownList inside the itemEditor of my DataGrid. There are enough items in the DropDownList to justify scrollbars. You can see the scrollbars, and the mousewhee
I'm not sure that it's a mouseEvent that you should to trap. You can debug the framework class: DropDownController.as, put a breakpoint at the start of the systemManager_mouseDownHandler function and processFocusOut function. You can see when you clic on the dropdownlist'scrollbar that the systemManager_mouseDownHandler function doesn't call closeDropDown, closeDropDown is called by processFocusOut.
Now add a DropDownList object at the top of your application:
...
and debug again with the same breakpoints. Now it's the systemManager_mouseDownHandler function that call closeDropDown.
Perhaps the reason for the closure of the dropdownlist.