Thanks for your report.
I have sent you an email with a debug version of WinSCP to address you have used to register on this forum.
Had WinSCP open with usb stick selected in tree. After unplugging the device WinSCP reported "Drive E: is not accessible" few times (or similar, I had the german language installed), then it crashed. The drive was recognized and removed by windows very quick (maybe an issue with the USB port of my computer?)
WinSCP 5.7.1
Error message:
Invalid access to memory.
Stack trace:
[013AFE20]
[773BB466] ntdll.dll
[7737012E] ntdll.dll.KiUserExceptionDispatcher
[0154CFCB]
[014A0708]
[75EE62F7] USER32.dll
[75EE6D35] USER32.dll
[75EE77BF] USER32.dll
[75EE7885] USER32.dll.DispatchMessageW