That's interesting because those lines are displayed when enabling in menu View the option Relational Lines Mode.
It is hard to see on your JPG screen shot which symbol the command Synchronized Vertical Scroll has. Next time please use graphic file format PNG (portable network graphics) which is much better for screen shots than JPG (better because lossless compression and most often for screen shots also smaller files than JPG). But it looks like the symbol is the correct one for command Synchronized Vertical Scroll. Nevertheless, if clicking on command Synchronized Vertical Scroll in menu Window results in showing/hiding the diagonal lines in the middle between the 2 comparison panes, the Window menu contains the wrong ID for command Synchronized Vertical Scroll.
Click in menu Options on item Configuration. Next open Toolbars / Menus and select Management. Click on button Manage Menus. You should see just Default in list on left side. Click on button Reset, then on Close and last on OK to reset the menu profile and close all configuration dialogs. If you use a customized menu, click on Close, select on left side in the tree Customization, click on button Customize Menus and fix the menu command Synchronized Vertical Scroll by removing it from menu and adding it again.
I have tested the Window - Synchronized Vertical Scroll option with UC Professional v220.127.116.110 and it works as it should. If the option is enabled, the comparison panes of changes.txt in UltraEdit program files directory and changes_ues.txt in UEStudio program files directory scroll synchronous on mouse wheel or using vertical scroll bar. If the option is disabled, vertical scrolling is done only on active comparison pane.