In the Login screen, I think it would be useful to press Enter to open the selected folder. It also should move the selection mark to the first item on the folder. This way, we'd just need to press Enter two times to connect to a stored session that is stored, e.g., on the first folder.
I did a brief look at another post:
OK I see. WinSCP does not show the plus sign, unless it know that the directory contains subdirectories. And it does not know that unless you have browsed into the directory before. Otherwise it would have to load whole tree on login, what would take lot of time.
And remembered another good thing to request:
Currently, in order to show the subfolders of a main folder, we need to open the main folder, which may contain many files. If WinSCP show the plus sign for folders not-yet-opened, could it just list the subfolders instead of needing to load all of its contents, couldn't it? It would be a good time saver for very big folders.
For empty folders, it could just remove the plus sign after we click it.
And I take a time to remember my old suggestion:
Do you mean that you have one session already opened and while another session is being opened, you want to be able to work with the first one. Right?
A workaround for that is the use of the Shift key to open a new session... but, well, it's not a real fix...