How to fix this?
This is likely related to the X11 driver.
xorg-x11-drv-synaptics driver if it is installed. And install the
xorg-x11-drv-libinput driver if it is not installed. (Different distros may have different names for the packages).
After installing the drivers, restart your Linux box or the X server, the natural scrolling should be okay.
And remember to set the settings for GNOME 3 by
gsettings set org.gnome.desktop.peripherals.mouse natural-scroll false gsettings set org.gnome.desktop.peripherals.touchpad natural-scroll false
gsettings set org.gnome.desktop.peripherals.mouse natural-scroll true gsettings set org.gnome.desktop.peripherals.touchpad natural-scroll true
(some times, the settings are “reversed” what you expected)