This is something frustrating. When a mouse is connected to a MBP, there is a separate system preference for the mouse and trackpad. However, the natural scrolling switch from each one follows the other, yet the tracking speed is able to be set separately. It is yet another sign of the cluster fuck that Apple's OS teams are
This is what I use, it does the job. Flakes out when I plug in occasionally (5% of the time maybe?) but "ope, scroll wheel is backward, time to power-cycle the extension" isn't a crisis.
As others have mentioned, there's quite a few options, and I use mos (https://github.com/Caldis/Mos) for no particular reason. It does the same things as any of the alternatives, I just found it first and stuck with it since.
I prefer “natural” scrolling on trackpad, but not on my mouse.