I actually patched WinSCP.exe in a different way so it did use Lucida Console, but the font size didn't change and it was too big and I have no idea how to change it : )
Since some version (5.2.4 beta 2013-09-16) you use Consolas as Console window font for Windows 8. It looks ugly to me and I would like to change it to "Lucida Console" which you use for Windows 7, but there's no way to do it. The setting for internal editor font does not affect the console window. I wish there was a similar way to change console window font (and size!).
I also tried to patch the WinSCP.exe file by replacing the string "Consolas" with another font, but WinSCP seems to use Arial Unicode in this case. It's not that ugly but it's not a Monospaced font.