I've found this is probably caused by the Dragext64.dll lag issue, even dropping inside of WinSCP Remote->Local it hangs like 3 seconds, outside of WinSCP too.
Downgrading to 5.13 somewhat fixed the issue, but found that since I'm on 1803 that stopped working due to the error "cannot determine blabla" errors like others reported.
I hope this can be fixed in 5.14. Also my english sucks so pardon me if any mistakes, I am french :)
EDIT: Selecting the second option solved it, but at the first option by default causes the app to hang (probs due to the dll?)