Thanks for the idea. We will consider it.
Though a better variant is to use a public key authentication with Pageant.

Hi,

When I click on a connection link/URL (in an email, webpage, etc) in the form sftp://user@site:port/path/to/file.txt the WinSCP pops up and interpret it correctly, but requests a password even if the user@site have a saved one in the site manager.
It could check if the password is available so that lazy guys like me don't have to find it and type again :P
I often use my company's sFTP server for transferring sensitive documents that cannot be stored in public cloud services, and recommend them to use WinSCP, so that feature would allow me to put a click-to-see link on the emails.