Unless WinSCP does not work correctly with blank session name I do not see a problem. It is your responsibility to name the sessions so the names are intuitive for you.

Under Session --> Save Session, a blank name (just a space/s) is treated as a valid session name. I think a space should be treated as an invalid character for a connection name because connection names are supposed to intuitive which makes them distinguished in the list (under Session --> Saved Sessions or in the right pane of WinSCP Login window) Any idea why is it designed in this way ?