Isn't that a standard Windows behavior?
Anyway, you possibly want the real standard Windows behavior, where the focused file automatically selects.
See
https://winscp.net/eng/docs/ui_commander#selecting_files
https://winscp.net/eng/docs/ui_pref_commander

When one works with the keyboard and if one wants to select the current file (lightly shaded) using Shift-Arrow, 2 files are automatically selected and it is necessary to cleaar the selection.

This is a bit annoying.

Ps: I just sent you 19$ as the tool is great for updating web sites.