Auto disconnect VPN to use WinSCP

Hi,

The WinSCP used in a Windows 10 PRO break a VPN connection that I'm using in a CentOS 7 via openconnect.

Are there any option that I must set up in my WinSCP to fix this?

Sorry, I have no idea, how WinSCP can cause that.
What protocol are you using? What if you open the same connection using another client?