I think it has something to do with Host name field. Using full address makes proper connection but there is one thing that makes saved session a little bit confusing. When I put http:// and change focus to another field both http:// and /dav.php parts will be stripped. But entering address without those two parts results with wrong connection. Normally I enter address without protocol (I'm using WinSCP mostly for FTP connections) and it worked without any problem this way so far.
The Host name
box is for hostname only.
But as people tend to paste there a complete session URL, WinSCP is smart enough to parse the URL into protocol (
selects WebDAV), username and password (if any), the actual hostname and an initial path (
that goes to Advanced > Environment > Directories > Remote directory
You are right that without protocol and path, it won't work, but there are separate boxes for these.
Alternatively you can select New Site
and use Manage > Paste Session URL