Yeah, running on Arch Linux (which probably is not officially supported by YoYoGames :( ). Just tried it again and the problem persists. Looks like the error message might not be relevant though, as it changes depending on the position of the mouse. It probably indicates something related to the material selection part, which works fine (although there's a weird offset in the actual mouse position and the mouse position in game when I'm not running it in fullscreen).
I guess Game Maker Studio 2 just doesn't understand how the mouse wheel works on Linux. If you can't figure out a solution you could always use the keyboard for selecting what to build.