As documented:

It is an error, if the command has any error output, but no standard output. To circumvent that redirect the error output to nul (2>/dev/null) or to the standard output (2>&1).

See https://winscp.net/eng/docs/scriptcommand_call

Have script with unknown reason of error. Run winscp commands from windows .bat file.

here is the script code from windows .bat file

winscp.exe /console /log=winscp.log /command ^
"open %server_access% -timeout=720" ^
"call echo 'Creating DRUSH backup...'" ^
"cd %drupal_base_path%" ^
"call drush @%project% bb" ^
"call echo 'Done'" ^
"call echo 'Downloading dump file...'" ^
"cd %server_dump_file_path%" ^
"get %dump_file_name_zip% %backup_file_path_zip%" ^
"call echo 'Done'" ^
"call echo 'Removing dump files...'" ^
"cd %server_dump_file_path%" ^
"call rm %dump_file_name_zip%" ^
"call rm %dump_file_name_zip%.info" ^
"call echo 'Done'" ^
"close" ^
"exit"

script failed after command "call drush @%project% bb"

Using last WinSCP 5.7.4 on windows 7. Session log file is attached.

All was OK on WinSCP 4.2.9 !