I now understand what is happening. The issue is the different way the browser treats the width and height of a <div>. The default values of auto mean that the width of the <div> is 100% while the height is set by the content. If the content is wider than 100%, then on horizontal scroll the sticky element hits the end of the container <div> and, since it cannot leave the confines of the container, begins to scroll. This doesn't happen in the same situation for vertical scrolling since the container <div> is as tall as the content by default.
To prevent this happening, we have to ensure that the container <div> is as wide as its content. This can be done in most browsers (not Edge or Explorer) by including width: max-content in the container style. Alternatively, as proposed in mfluehr's answer, putting overflow: auto creates a new block formatting context that is as wide as the content. Another option is to use display: inline-block or inline-flex etc. to cause the container <div> to base its width on the content.
For example, using two of these techniques, you can create headers, sidebars and footers that stick for a page that can scroll vertically and horizontally:
body {
  padding: 0;
  margin: 0;
}
#app {
  overflow: auto;
  height: 100vh;
}
#header {
  background: blue;
  width: 100%;
  height: 40px;
  position: sticky;
  top: 0;
  left: 0;
  z-index: 10;
  color: white;
}
#sidebar {
  position: sticky;
  background: green;
  width: 200px;
  height: calc(100vh - 40px);
  top: 40px;
  left: 0;
  color: white;
  flex-grow: 0;
  flex-shrink: 0;
}
#container {
  display: inline-flex;
}
#content {
  background: #555;
  height: 200vh;
  width: 200vw;
  background: linear-gradient(135deg, #cc2, #a37);
  flex-grow: 0;
  flex-shrink: 0;
}
#footer {
  background: #000;
  height: 100px;
  z-index: 100;
  left: 0;
  position: sticky;
  color: white;
}
<div id="app">
  <div id="header" ref="header">
    Header content
  </div>
  <div id="container">
    <div id="sidebar" ref="sidebar">
      Sidebar content
    </div>
    <div id="content" ref="content">
      Page content
    </div> 
  </div>
  <div id="footer" ref="footer">
    Footer content
  </div>  
</div>