You may not like to read this, but this is a non-feature in WinSCP (that seems to be improved in the beta version?).
It must necessarily be possible to change such settings after creating a login instead of having to recreate the whole login only to have such settings saved!
A menu item in the opened session should enable a settings modification of this kind.
Here an improvement is certainly needed.
Directories tab allows user to configure initial session directories and the way how directory content is read. You do NOT have to recreate login! Select existing stored session and click Edit. Then follow https://winscp.net/eng/docs/ui_login_directories and save.