Since 5.14, it is always possible to use drag&drop to move remote files to external applications, while copy is always the default operation.
Please read F.A.Q. (<invalid hyperlink removed by admin>).
Is this a change in 3.5.6? I had problems with this version (crashing Windows) and moved back to 3.5.5 where the default is "copy".
Anyway, I prefer (as under Windows) using the right mouse button for dragging which gives me the choice to select the action I want.
When you drag files out of WinSCP into an explorer folder, the default action is "move". It would be nice to have an option to change it from "move" to "copy" in the preferences. Having to remember to hold down control every time is bothersome.
It used to default to copy, which made more sense because Explorer did the same thing: copy when files were on different devices, move when the files are on the same device. Why the default got changed to move when the remote computer is clearly not the save "device" as the client is confusing. :?