Thanks for your report.

As of now, WinSCP always operates on the panel, never on the tree. The reason why it tries to delete file, even when it is not selected, is that WinSCP operates on focused file, when there's no selected. There's always some file with focus. What's definitely confusing is that the focus is not visible, when panel does not have a focus. We will change this to disable any operation is such situation.

This issue has been added to the tracker:
https://winscp.net/tracker/1050

When you have the folder view / file view open

Click on a folder in the (left) folder structure panel. It will highlight, and its contents will appear in the right panel. That's OK.

Select a file on the right and press 'delete'. It will correctly try to delete that file.

Select a folder in the left panel. It will highlight, its contents will appear right, and no file at all is selected (nor highlighted).

Press 'delete'. You'd expect that the left folder would delete, but instead it tries to delete a file on the right...