Here is something that happened to me quite a few times, but --unfortunately-- I haven't been able to find a methodical way to reproduce it.
Sometimes, when WinSCP is minimized (with option 'Environement | Window | Minimize main window to taskbar status area (system tray)' CHECKED), it doesn't come back on.
I mean, there's no way to bring it back. It doesn't respond to clicks (single or double), nor does it have a menu that I could right-click to 'restore' WinSCP.
Odd thing is, WinSCP isn't actually frozen --when the target disconnects, it will come up with the usual reconnection dialog (only the dialog, not the main window).
As I said, I have not managed to come up with reproducible way of creating this odd behavior/bug; but, it is there.
Interestingly enough, I haven't seen such behavior in any other app --including the ones I have written ;)
I'm hoping someone else will come up with reproducible bug report.