I understand your problem.

Though, when you paste an URL to WinSCP Login dialog, WinSCP overwrites all session settings. That's by design and a consistent behavior. I cannot imagine any solution to your problem, that would not introduce problems for other users.

WinSCP version 5.9.5 (Build 7441), can't confirm or disprove on previous version.
When I edit some saved site and copy&paste host name with http:// at beginning (which happens a lot, because chrome is hiding protocol, but adding it while you copy url) file protocol in WinSCP is changed to WebDAV and fields for username and password are cleared.
When I change file protocol to WebDAV by choosing from drop down menu, both username and password is kept.
This doesn't occur when I paste only domain without protocol, but with browsers protocol hiding "feature", changing this to keep username & password would be a nice to have.