Thanks what, the Copy option does.
https://winscp.net/eng/docs/ui_pref_panels#double-click

In the settings under Panels > Double-click, can you add the option "Transfer" to list of operations to perform on double-click.

So if Transfer is selected...
If I double click a file on the Local Panel, it would trigger an Upload
If I double-click a file on the Remote Panel, it would trigger a Download

I've seen many other FTP clients trigger an Transfer by default when double-clicking a file, so it would be nice we had the option to choose this operation if that is our desire :)

Thanks.