Yes, it's indeed not possible to append a suffix that starts with a dot.

You can replace the script with a PowerShell code and .NET assembly. It will give you a full control over naming of the files.
https://winscp.net/eng/docs/library_from_script

It appears that it is not possible to append a dotted text string to the end of a file name without the loss of the text to the right of the last period in the file name when downloading files using any one of the following get commands:

The issue became apparent when a series of files were uploaded with the same file name to the left of the last period with a unique numeric value to the right of the last period. As it is necessary to overwrite the destination file when the uploader wants to update the file previously uploaded, the script option “option confirm off” is included in the ftp script.
For example give the following list of files to download:

When we download using test A syntax, the file name “extension” is lost and the downloaded results are a single file:

With the loss of the unique value to the right of the last period, the ftp script downloads and overwrites the previous downloaded file leaving a single file in destination folder.
A workaround is to use a hyphen in place of the dot for the appended text string. Here is the syntax for test C:

When we download using test C syntax, we get all the files downloaded to the destination folder. Here are the results of this download:

So it appears that there is no way to append a dotted text value to the end of the downloaded file name where there are one or more periods in the original file name without losing the text to the right of the last period.
The documentation for the Operation Mask (https://winscp.net/eng/docs/operation_mask) states:

WinSCP by default offers you operation mask *.* that leaves filename as is.

Test B refutes this claim when attempting to append a dotted text value to a file name.
In summary, file names are no longer limited to 8x3 nomenclature and as I have no control over what others upload, I feel there should be a way for WinSCP.com to append dotted text values without the loss of what formally was known as the file “extension”. Maybe in a future release, there can be an option to toggle the option mask mode as either “regular expressions” or ”masking tool”. Adding the option for regular expressions would solve the problem and open the door to new ways of manipulating the destination file name.

WinSCP Version: 5.15.4
Platforms tested: Server 2012 R2, Windows 10, Windows 7, and Windows XP
Transfer Protocol: sFTP via scripted WinSCP.com

Here is the command line:

Here is the script:

Here is the output from the command: