For example, I may have connected to a site using cpanel and then I may suspend that account from WHM meaning that site is no longer available. When I return to the current WinSCP session then it freezes and I see the spinning hourglass over the app. I cannot close the offending session nor can I close the app. This is a real pain if I have multiple tabs open and I always have multiple tabs open.
I currently have to kill the WinSCP app from task manager. If each connection had its own process then the application and the other tabs would not be affected and I could kill the offending tab manually. Being able to identify the process in task manager would also help me kill an individual process from there.