I have added this request to the tracker:
Issue 2178 – Support for FTP PRET command
You can vote for it there.

I would like to see the PRET command implemented as well. On a side note to the active connection suggestion, active connections cannot be used in conjunction with a proxy.

The code needs to go somewhere to CFtpControlSocket::FileTransfer method in:
https://github.com/winscp/winscp/blob/master/source/filezilla/FtpControlSocket.cpp

Hi again,
I'm not really a programmer, but I'd like to give it a shot and try implement it, can you guide me which files I should be looking at in the source as a start?

Please consider adding this feature

Ok, we will see, if more people ask for this.

Active mode doesn't work I get err "Could not retrieve directory listing".
Please add support for this, I really love WinSCP and don't want to use other clients just because this option is missing.
https://github.com/iterate-ch/cyberduck/issues/684

WinSCP indeed does not support PRET command.
Did you try the active mode?
https://winscp.net/eng/docs/ui_login_connection

Could not retrieve directory listing
You need to use a client supporting PRET (PRE Transfer) to use PASV