You can turn that off, if you do not like it:
https://winscp.net/eng/docs/ui_login_directories
https://winscp.net/eng/docs/directory_cache

What annoys me to extreme is that WinSCP does not update directory list when you click on the directory. You need permanently click REFRESH. What the anachronism or era 600 bps modems!
This is unacceptable as a default !!!!

The speeds nowadays are not dial-up to keep this default option. If someone in the woods still on dial-up does not like my suggestion then introduction in option of appropriate key would make them happy. But I know that even in Siberia forests speeds are the same and sometimes even faster than in my specific place in California.