Though it's not clear if:
- the problem arises is due to a large number of small files
- or if WinSCP has actually a lower throughput (when uploading one large file).
It's the wordpress installation files, but in general i have noticed that WinSCP uploads with slower speed not matter if the files are big or they are in large numbers. I like to use WinSCP because i find its interface more intuitive but when i have to upload large number of files i have to use FileZilla because the speed is faster.