Well, that's technicality. All are built of top of what is exactly called "TCP forwarding" feature of SSH. Where does the local traffic comes from is up to the local client. WinSCP uses local ports (even between two session in the same process). OpenSSH uses process input/output, as
ProxyJumpactually starts separate process (and no, it does not prevent SFTP). PuTTY passes data between the sessions directly in process.