Explain your idea

Currently if you're using the scope you change your zoom level with the scroll wheel. You also cycle through different ammo types by shift scrolling. Independently these work perfectly fine, but they work at the same time, so cycling through ammo messes up your zoom level. Independently these both feel like the ideal UX for these features, so I propose making it so that changing zoom level only occurs while not shifting

A downside of this change would be that you wouldn't be able to adjust your zoom level while sneaking to hide your name tag from other players while trying to be a stealthy sniper. Maybe keep both the same, but switch the modifier key for ammo cycling with the scroll wheel to something other modifier key?

I chose the other option:
You can't switch ammo while zoomed in, you have to zoom out.

Makes narrative sense to me as well, and addresses the "but I wish to remain sneaky" issue.