There's nothing in explorer view that is not also in commander view. What happens if you drag a file from explorer view?

In Windows Vista I cannot upload by dragging files from my desktop using the Explorer view, I have to use the "Norton view." I highly suspect that the reason for this is the fact that Windows Vista has a protected mode "sandbox" that Internet Explorer launches itself into. If WinSCP is using the functionality of Internet Explorer to create its view, then a good chance is that you cannot communicate with the Desktop and other applications unless these applications know to request communications with a lower permissioned process.

I don't think there is a fix for this issue, short of rewriting the Explorer look & feel. Otherwise, you'd need to put code in every program that may potentially interact with WinSCP, like Windows Explorer and the Desktop.