Since 5.14, it is always possible to use drag&drop to move remote files to external applications, while copy is always the default operation.
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I had similar issue...
It's because you Run WinSCP as Administrator
Don't do that and drag&drop will work
with me on one of the computers when transferring files from the program window to the target directory on the computer, the file, despite the information that it is copied, is always moved (that is, until I restore the file on the server each time the page is incomplete (good as that moved (and reports copying) forgot for more than a few seconds ...).
while on the second computer when transferring files from the program window to the computer, the path to the directory to which I move files is not taken into account - instead, the program suggests the last location, unfortunately when you make a copy of the folder before each page update, even changing the date in the name - requires each time go through the thicket of directories to indicate the current - and this is probably not the case in the method of dragging to an open folder ... the problem has been around for a long time and nothing has been given today to download the program update.
I haven't bee able to drag and drop from remote location to local machine since last update. I believe after the update it asked me to reboot pc before drag/drop would work, but it never did.
When I drag/drop, the remote window freezes up for 10 sec or so.
I can right click/download without any problem.