And even the if you use "open in putty", you are prompted for password? It can happen if you have in putty session list a session with a same name as current winscp session. WinSCP then uses that session instead its own settings.
After changing Putty config, in Putty, like so:
Connection --> Data --> Login details --> When username is not specified: "User system username"
you can also hard-type-in your username under:
Connection --> Data --> Login details --> Auto-login username