Indeed, I was wrong above. It works:
Issue 169 – Upload back files modified by local custom command

@andyg2 is also correct, there was such bug:
Issue 2370 – Files modified by local custom command are not always uploaded to the correct remote directory

Can you send me an email, so I can send you back a development version of WinSCP for testing? Please include a link back to this topic in your email. Also note in this topic that you have sent the email. Thanks.

The files do get saved however they overwrite files in the current remote directory rather than the remote directory they were loaded from.

1. WinSCP sync remote with preview
   
2. Ctrl+Alt+Shift+C to compare (WinMerge opens)
   
3. Copy changes to right
   
4. Close WinMerge
   
5. Confirm save
   

File is saved to the current open directory (from where synchronize was from)

So saving the nested file will overwrite the top level file.

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

So it seems synchronization, in the current implementation, is for file-level changes. For line-level changes, the explorer view is the way to go.

Perhaps "saving line-level changes in synchronization checklist" is worthy of an RFE? This would allow both file- and line-level changes in the same workflow.

Indeed, the files are not saved. That's how it works.

Version:
WinSCP 6.3.2 on Windows 10 22H2
Protocol:
SFTP
Steps:

1. Synchronize (Direction: Remote)
   
2. Compare a file (external comparison tools: WinMerge)
   
3. Copy some changes from Local file to Remote file
   
4. Save Remote file
   

Expected:
Remote file saved with some changes from Local file.
Actual result:
Remote file not changed – as if nothing has happened.

Saving changes in WinMerge works when comparing files outside of the Synchronization checklist, e.g. in the explorer UI.