Windows 10 Build 19041
Files without a name and just an extension (e.g. '.csv') do not appear in the WinSCP GUI. Conversely, they appear in other SFTP clients. To replicate, just create a file or rename an existing one (this is what happened in my case) to only have a file extension for the name. It did show up in Filezilla and most likely Nix SFTP cli clients.