When doing transfers with the background queue, there used to be a problem where you had to enter the password once for each active download queue. This problem has been resolved, however, it still doesn't work for transfers using a tunnel:
If your session uses an SSH tunnel and you do your transfers in the background queues, you will have to enter the tunnel and server password once for each active background transfer.
If you use pageant with a key for the tunnel host (even if pageant has no key loaded for the server) the problem goes away, i.e. pageant will first let you through the tunnel and then you will have to enter your password for the ssh server. But after that you won't have to enter the password again, even if you start background transfers. However, if you don't use pageant, you will as expected first have to enter the password for the tunnel, then for the server. But then, for every background queue you use, you will have to enter the tunnel and server passwords again when you start the background transfer. So unless you have a pageant key for your tunnel server, you will have to enter the passwords for tunnel and server many times in one session.