WinSCP .NET assembly does not support parallel transfers at all.
Moreover I believe that the recommendation is unsubstantiated.
I am using WinSCP-5.15.9.
Using the WinSCP UI there is an option to disable "Use multiple connections for single transfer" under preferences -> transfer -> background. Is there a similar option in the .net library? AWS recommends disabling this setting before uploading files to their cloud.