Sorry, this makes no sense to me. You have to know what protocol you need to use and tell WinSCP upfront.
Sorry, I feel it has sense!
Please think on this environment: You use an external tool that stablish one SSH session (in fact, a simple terminal tool). This tool has the option to start a WinSCP senssion using the command line: "winscp sftp://user@server -pw pass". Until here all has sense and it's implemented.
What's the problem? The server can have support for SFTP and/or SCP. And the client tool can't determine this before calling to the WinSCP, as the connection is a plain (terminal) SSH session. So the command is every time using the "sftp://" protocol by default.
Then what I request is a "simple" solution: Add a new button in the error window to try to use the other alternative protocol. That's very simple. If the command line uses "sftp://" and the connection fails, then a third button can be use for trying with "scp://". Futhermore, if the "scp://" fails then the button can be used to try with "sftp://".
You don't need to make a huge change. Just to add a new button to "reconnect" using the other protocol. Simple and effective!
Please, reconsider your response.