It would be awesome if WinSCP could use this API to tell Windows to allocate a single contiguous file extent. As is, downloaded files can become quite fragmented, e.g. if two files are downloaded in parallel.
The most benefit would be to large files.
SetEndOfFile, would null out the whole file, which would block the call until that is done.
SetFileValidData has some security concerns that WinSCP would pay attention to, but it needs zero time to do its magic.