This confuses MacVim's scrollbar. And I quite don't like them
You can't disable them, but you can change your colorscheme such that the NonText highlight group is colored the same as the Normal highlight group. However, this affects more than just the end of document tildes.
I doubt that it's actually "confusing" MacVim's scrollbar and if it is, then that's a bug in the patching that MacVim does.
As jamessan said, you can’t disable them. The scrolling behavior isn’t specific to MacVim, either — it works the same way in the terminal and in gvim:
Instead of seeing this as a problem, what you should do is learn to see this as part of Vim’s flexibility. For example, you can use the zt command to scroll the current line to the top of the screen, regardless of where in the file it is. This can make it easier to write macros that do some work and then scroll back to where you were. The commands <C-E> and <C-Y> are made simpler because of this, as is the 'scrolloffset'
option.
If you must, retrain your brain to think of Vim’s scrollbar as mapping to which line is on top, instead of which screenful is visible.