Most non tech users never change the defaults on their phones/laptops. This means for those users, the scrollbar is effectively removed (other than scrolling).
But if isn't clear that you have reached the bottom of a website, then that's a problem with the page.
It's especially bad with flat UI design, to the point of being a dark pattern: in the Windows 10 and 11 setup process, there's a screen for opting out of various privacy invasions and other anti-features. Several of the options are completely invisible and undiscoverable until you start turning off the ones that are on screen, changing how tall those options are and revealing that the list is scrollable. Abuse like that is reason enough to always mistrust and hate auto-hiding scrollbars.
I'm not sure which version of Windows you think predated scroll bars, but I'm pretty sure it didn't have any telemetry reporting back to Microsoft over the internet.
Do you think having visible scroll-bars does anything if Microsoft just re-enables those settings when you update windows?
That's another matter entirely. Microsoft's current strategy is to give at least some appearance of getting informed consent for those anti-features. Silently re-enabling them during an update without asking the user would be much more likely to get them in trouble.
As for not knowing about it being scrollable, apple explicitly addresses it in their design guidelines: https://developers.apple.com/design/human-interface-guidelin...
“Make it apparent when content is scrollable. Because scroll bars aren’t always visible, it can be helpful to make it obvious when content extends beyond the view. For example, displaying partial content at the edge of a view indicates that there’s more content in that direction. Although most people immediately try scrolling a view to discover if additional content is available, it’s considerate to draw their attention to it.”
That's why so many websites have pointless scroll arrows inviting you to scroll.
But not knowing if you can scroll is caused by poor website design and not by a hidden scrollbar
Being fooled into believing there's no more content is often incidental: some gap in the content aligns perfectly with the bottom of the window. (This is especially the case with designer websites which use a lot of blank spaces.) You shouldn't need a custom solution.
As for the rest of your comment. This really is a matter of preference. You’ve built a habit to look at the scroll bar. I’ve built a habit to try scrolling and see what happens.