Thanks for your suggestion.
Will see if more people ask for this.
Recently I found one of my SFTP servers does not support file renaming. It's a dropbear server with openssh sftp executable. From winscp's server capacities it supports email@example.com="1" and I can use mv from shell to rename files but I don't know why winscp has troubles to rename temp files.
Anyway, it would be helpful that you can make the global preference "Transfer/Endurance/Enable transfer resume/transfer to temporary filename" option to per-site, or a site can override the global option, most of my servers support file rename and I don't want to disable transfer resume just for this 1 server.