ES File Explorer on Android has a useful feature. When you connect to a remote server (SFTP, FTP, WebDAV, etc.) and open a file, it serves the file via a built-in web server, which allows the opening application to read only the parts of the file that it needs to. This allows skipping around without media files or extracting a specific file from a large archive without downloading the whole file.

I wish I could do this on Windows as well.

Thanks for your suggestion.
Will see if more people ask for this.