That's as designed:
https://winscp.net/eng/docs/ui_keepuptodate#synchronize_options
If you want to change the default transfer settings, please do it in preferences:
https://winscp.net/eng/docs/ui_pref_transfer

Hi Developers,
This is a great application. Here is one problem that I constantly face.
When using "Keep remote directory up to date" the file filters are not saved for the next time use even if "Use same options next time" is checked.