what can I do if an application doesn't recognize horizontal scrolling?

I am also using the MX Master and ran into this issue.

The Fix

Open up your Logitech Options software and from the "Mouse" panel, click the white circle over the Thumb Wheel Scroll. This will bring up behavior options. Inexplicably, changing the behavior to "Zoom In/Out" seems to fix this horizontal scrolling issue (at least, I can confirm this for SSMS.)

Try this out for other applications -- if your horizontal scrolling breaks, elsewhere, try using the Application Specific settings to only change the behavior in your desired application.

Happy Scrolling!

Hold Ctrl + Vertical Scroll. That offers more sensitivity and a smoother scrolling experience, SSMS in particular.