"WinSCP realizes that even the active session is disconnected?"
Yes you are correct.

"So again, when there is an internet connection issue, won't all your sessions disconnect actually?"
No if I'm using local resources for example.
If tab A and B are remote resources and tab C is a local one, tab C is still active.

The error message shows only after the tab switches. On your screenshot, I see the third tab still selected. Isn't it that only on your attempt to switch tabs, WinSCP realizes that even the active session is disconnected?
So again, when there is an internet connection issue, won't all your sessions disconnect actually?

Hi, I attached screenshot requested.
On the first screen (winscp_err1.png) you can see that the second sftp resource goes down, and when I click on it the prompt appears.
If I click on "OK" then the result is what you can see on the second screen (winscp_err2.png).
So the second tab is still there and WinSCP disconnect the third one (that was working normally)

Thank you
Denis

I cannot reproduce the issue. Can you please post few screenshots documenting the problem?
Though, there is an internet connection issue, won't all sessions disconnect actually?

WinSCP version 5.17.5 (build 10414)

Scenario:
When I have 2+ tab and there is an internet connection issue the remote sftp resource turn greyed but when I click on the greyed tab a prompt ask me if I would reconnect or not.
If I click on "OK" (so no reconnection) WinSCP disconnect the active tab instead of closing the greyed one.

Aspected behaviour:
Close the chosen tab