I know this thread is old, but I have just run into the opening in the taskbar and not restoring issue. Here's what I found. My setup is a laptop which is connected to two external monitors with one of them designated as the primary. The start menu and such shows on that monitor and I start all my programs in the usual manor from there. However, WinSCP appears to open in the task bar already minimized. What I found after reading through this thread is that the program did open normally, but is showing on the laptop's screen instead of the designated primary display. I can drag the window to where I want, but I believe you should be able to obey the monitor designations when you open the primary window (since all other programs I'm running seem to have no problem).
So your system actually has three displays, right? WinSCP (as many other applications) always starts on the same display it was closed the last time. So if you closed WinSCP on your laptop screen, it opens there the next time. No matter what your primary display is.