I found a solution:
Passive mode needs to be turned on in connection settings.

There was no such requirement in the past though.

While connecting to any FTP server, WinSCP stops when retrieving directory listing with such an error:

Lost connection.

Timeout detected.
Could not retrieve directory listing
PORT command successful
Error listing directory '/obrazy'.

This is a new behaviour (previously everything was OK when connecting) and does not affect SFTP connections.