If you prefer config files to ad-hoc configuration in the GUI, you can set up a user.js file [0] with your preferred about:config tweaks.

[0] http://kb.mozillazine.org/User.js_file

I am pretty sure that changing it would be a bad idea if you care about your privacy.

Why? Is there even a way to test whether this is enabled?

Yes, scroll bars are already used to identify which operating system you are using as their width varies between systems.

Your user agent already does this.

Which is why many privacy-minded people change their user agent to match the most popular one, especially the OS part.

I imagine you could set up a scrollable div on a page, with elements within and query the position of those elements or their width. Having a custom scroll bar would flow the contained elements in different ways depending on how wide it is.