We're running into an issue where we're using a PowerShell script to 'synchronize directories'.  
The problem is that WinSCP connects to the SFTP server 1st, then calculates the local file/folder sizes.
What appears to be happening in our case, is that this local calculation can take longer than 5 minutes (it's a lot of files/folders).  This delay causes the TCP connection on the Azure firewall to drop and the sFTP connection to eventually fail once the calculation has finished.  This 5 minute Azure timeout is a default setting than Microsoft controls, not us.
Suggestion.. two options:
-  Calculate the local file/folder sizes BEFORE you establish an sFTP connection and therefore avoid any chance of an idle timeout.
 -  Give us the option to disable the size checking
 -  Update WinSCP to send some sort of keepalive packets while the calc process in underway