This has been implemented already:
https://winscp.net/tracker/1653

For these situations is it really that hard to gpg-encrypt (or whatever-encrypt) the files before upload? WinSCP already secures the transfer itself.

I second this feature. would be willing to help pay for development if that would get it added.

Sorry, I do not find this very useful.

would it be possible to encrypt files as they are copied? for example i don't know how secure the server I'm transferring to so once the file is on disk there i still want it encrypted. I know programs like gpg are open source and could be linked in to provide this functionality.