If it were that straightforward as when preserving directory timestamps disabled multiple connection altogether, WinSCP would definitely display visual feedback. But the relation is more complicated. The transfer settings can be changed per transfer. They can be configured per extension too. It's supported by SFTP only. Etc.
Anyway, I'll look into adding some warning:
Issue 2439 – Informing that when preserving directory timestamps is enabled, using multiple connections for transfer is not possible
Anyway, I'll look into adding some warning:
Issue 2439 – Informing that when preserving directory timestamps is enabled, using multiple connections for transfer is not possible