But I solved my issue in the mean time. I deleted all files/folders on the local side and did a new sync.
Afterwards I created a folder on the local side, did a sync with my intended settings and YES WinScp did
deleted on the local site this folder that did not exist on the remote site.
This is I wanted and seems to work for now. If things turn otherwise I come back on this.
target: local site
sync settings: delete FILES & only selected FILES (the later since I choose only a parent folder that contained the test folder).