These other controls do it with about 0 pixels of slew-off.
Command buttons, menu items, check boxes, and radio buttons also cancel if the user slews off the control without releasing the mouse button. This is behavior is not unique to scrollbars.
Since scrolling happens as the slider moves, the users can see they’re scrolling instead of selecting text or whateveer, so they have a chance to realize the mistake and recover before releasing the mouse button. To mitigate this scenario, the scrollbar is designed so that users can “slew off” of the slider and thereby cancel the command. The user attempts to perform a drag operation on the contents of the window (maybe to move an icon or select some text), but accidentally “catches” the scrollbar slider instead, resulting in scrolling page to X% down, and leaving the user to have to try to find his/her original place. I believe it’s a means of providing the ability to cancel a half-executed command.