WinSCP does not modify files transferred in the binary mode in any way. So it cannot be configuration.
Anyway, ask them for a session log file.
Dear I need your help.
A customer is using your client software (windows platform) in order to get a file form our system (unix platform). We are not in the position to ask many test to the customer, so we would like to know something to suggest them.
As you can see in the attachment, in the file that they get there is a byte at the end of the file that is not present in our file. They declare that they get the file with transfer mode = binary.
The character at the end of the file it is possible that is due to the configuration of their client Winscp?