WinSCP does not have such option atm.

But if you are using SFTP/SCP connected to a *nix machine, you can define a custom command.
https://winscp.net/eng/docs/custom_command

I have added examples to the documentation:
https://winscp.net/eng/docs/custom_commands#chmod

If is they're I can't find it

Do I understand correctly that you miss the "Apply to ... only" options?

To have the ability to change Ownership/attributes to files only and directories only or all of them.