There's no such option. But with some protocols, you can cancel the directory reading using Esc
key.
This sounds not a big deal but sometimes is annoying to me.
I was working on a cluster where there are more than 10 thousand other users. When I accidentally hit the "Go to parent directory", WinSCP goes up to the parent directory and starts retrieving all the users' folders, and this process sometimes takes a lot of time to finish. I was wondering if there is an option that forces WinSCP to remain in my folder even though I hit the "Go to parent directory" button. Thanks.