files ending with .cgi are not correctly transferred

I've done several tests before I was sure that WinSCP was causing the problem.
When files are ending with '.cgi' de files are not correctly transferred. When I rename the same file and I give it a short name like 'test', everything is fine.

What does it mean "not correctly transferred"?

The .cgi extension is in WinSCP default ASCII/text transfer mask.
Maybe you need to use binary mode. Though the recent versions of WinSCP always use binary mode (by default). Make sure it's true for your installation.

See https://winscp.net/eng/docs/ui_transfer_custom