Old question, but: while this is not possible in urxvt, I made some changes that will add an option (secondaryWheel) to do exactly that, and make it behave like VTE-based terminals.
What this new option does, is pretty simple: when using the mouse wheel, if you’re on secondary screen(*) then no scrolling will occur, and instead 3 “fake” keystrokes will be sent to the running application. So, a wheel up will have the same result as pressing the Up key three times, and wheel down will do the same as pressing 3 times the Down key.
(*) not sure whether this is the “official” term or not, but at least that’s how it’s called in urxvt.
Easy enough, but that does the trick: now when running man
, less
or any other application that uses the secondary screen, you can use the mouse wheel to move around (or whatever said application would do, if you pressed the Up/Down keys).
It should be noted that I'm not sure this is actually how things are done in VTE-based terminals - I never checked - but this does the job, so it works for me.
A little more info, and links to the code & PKGBUILD for Arch Linux can be found there:
http://mywaytoarch.tumblr.com/post/14455320734/scrolling-mouse-wheel-improvments-vte-like-in-urxvt
Hopefully this can be helpful to some!