Why does Windows still have the BSOD on Ctrl+Scroll+Scroll "feature"?

It's there to allow a break into the Kernel Debugger or generate a kernel-mode dump file. Typically an expert would want to do this when the OS looks locked up and won't even respond to CTRL+ALT+DELETE in order to get the dump file and investigate it for which driver is having trouble.

It's logically equivelent to calling the kernel API KeBugCheck with bugcheck 0xE2 (MANUALLY_INITIATED_CRASH). Also note that the reg values can be set in different reg keys for the USB (kbdhid) keyboard driver versus the ps2 (i8042prt) driver. There is more information on that and customizing which keystoke is used in KB Article 244139.

Since this is implemented in the actual keyboard drivers, I don't expect this would work from and RDP session even if it was enabled.

If we're generous, could it perhaps be used as an over-enthusiastic way of forcing a crash dump for manually investigating the system state? (primarily for debugging)

OK - a pretty weird way to do it, but...

Let's call it an easter egg.

Congratulations.....you found it!

This sounds like a fun practical joke, really.

I'd imagine Microsoft performs unit testing on their OS before releasing updates etc. Presumably one of the tests would be to see if BSOD still behaves as it should. It also makes sense to run unit tests on the real active code-version for a more reliable test.