This feature exists, only you would need offer a way to activate it in the condition I noted.
No it does not. WinSCP would have to remember somewhere what files were opened and to what session they belong.
Well, in my case, I configured WinSCP for don't delete the session folders. They will be there, all time, even when I close WinSCP and re-open it. After reopening, WinSCP forget it needs get back syncronizing the reopened session base on its folder (which it's there). It's like I use the feature you pointed me, but I would like it works automaticly and backgrounded.
I hope you understand what I meant.