Then, as I did other things on my PC, there was a communication error to the SCP server. I clicked Abort, and at that instant my computer shut down. What if I was burning a DVD or something?
'Abort' does not count as 'Finished',
Moreover, 'Abort' is an action invoked manually, whereas the 'Once Finished' mode action is intended to happen when the user is AFK. Since I'm obviously not AFK when I invoke 'Abort', it shouldn't perform any 'Once Finished' action ever.
I'm not saying WinSCP should be able to detect AFK-ness, because that's not necessary. If it finishes by itself, assume AFK. If it doesn't finish by itself, it means the user did something, or has to do something (clicked cancel / clicked an action in an error dialog), both of which imply not AFK.
I'm saying it should not perform the "Once Finished" action in any case other than when it finishes by itself.