Now with introduction of background transfers in the latest release, I may possibly not block the window at all. I'll implement it soon.
If you right-click on a file during a WinSCP session and Edit a file, WinSCP blocks all input and shows a "waiting for the document to close" message. I would like to suggest that instead of blocking ALL functionality, allow me to spawn a new session. One way to do this in the GUI would be do NOT disable the menus at all, but grey out everything but the Session menu, and perhaps a few items on the File menu.