I have added this request to the tracker:
https://winscp.net/tracker/2015
You can vote for it there.

This is a no brainer. Something like this should exist.

yes, pretty pretty please...

Thanks for your suggestion.
Will see if more people ask for this.

In the text editor, it would be really nice to have a block indent feature. Where one could highlight several lines and then Ctrl+> or Ctrl+< to change the indent of those lines.