May I suggest another feature?
A "Tools | Refresh" function, whereby changes in PuTTY sessions can be updated into the WinSCP equivalent.
You have a PuTTY session (or sessions) that connects via a proxy server (which itself requires password authentication). You have changed your proxy server password, and have updated it in PuTTY.
Rather than having to go and update every WinSCP session too, when you use Tools | Refresh, WinSCP examines its sessions and compares against the PuTTY sessions, and any differences in existing sessions are identified and the corresponding session is checked. Click OK to actually perform the update.
Essentially this is a variation on the Tools | Import codelet.