If you rename a file (press F2 or click while selected), a part of the file is already selected.
It's the part up to the last '.' so only the name is selected, not the extension.
This is a handy feature because most of the time you just want to change the name, not the extension. You could still change the extension, but it's not selected by default.
For folders, this feature is not so handy as you'd want to rename the entire folder most of the time and folders don't have extensions. So in WinSCP, if you rename a folder with a '.' in it, only the part up to that dot is selected and this makes for awkward editing.
To sum up my request: Please make the default selection for renaming folders the entire name.