Import was obviously disabled because all my sites in Filezilla are inside subfolders. After moving them to root Import in WinSCP was enabled.
But dissapointed, imported were only server names. For username are imported "anonymous" although I have in Filezilla "logon type" set to "normal" with saved usernames and passwords. Passwords also seems to be "anonymous".
Thanks. These two bugs have been added to the tracker:
https://winscp.net/tracker/994
https://winscp.net/tracker/995
I'm sending you a dev version for testing.