OK, I consider that :-)

I have a suggested behaviour bifference when the "Synchronise local and remote directory browsing" option is turned on and you try to change to a directory that doesn't exist on one side, or when you "cd .." beyond the root of the simmilarly-named filespace (ie, when you "cd .." when the current directory's name differs on either side: eg, "/home/foo/public_html" and "c:\mysites\foo").

Perhaps, rather than just going ahead (which would fail in the first case and succede in second although you can't return to the root-of-similarly-named-filespace directory), WinSCP should ask if you're sure you want to continue given that continuing would cause the "Synchronise local and remote directory browsing" option to turn off.

Maybe WinSCP should check to see if the directory exists briefly before warning as well (to catch the scenario where the non-existant remote directory is created after WinSCP last checked).