I encountered this as well, but I found a possible solution by accident. The directory I needed to copy from the remote Linux system was a "hidden" directory, and hidden dirs weren't showing on the remote window. I saw the item on the status bar on the bottom of the window saying there were xx number of hidden files. I clicked on that and started seeing hidden directories on *both* ends, which meant I'd now see AppData and could navigate into it.
Thank you so much. I have no clue, why the answer was way down in the bottom. This should have been a no-brainer for people familiar with WinSCP.