It is good that WinSCP does this.
But, at times the target machine doesn't come back on within that interval, and if you aren't fast enough to click Cancel, WinSCP goes into a freeze until it gives up trying to reconnect.
IOW, the reconnection process is, apparently, application-blocking.
This is quite annoying.
Could you not delegate the reconnection to a thread (or something) so that WinSCP remains responsive to let me press Cancel.
OK, this is a minor issue, but annoying all the same.
Plus, there's very little else --in the way of feature requests-- that I can think of :)
BTW, before I forget, thank you for WinSCP; for making life a little more bearable.