You can create two sites for the same session, one with the option turned off and one with the option turned on.
Thank you for your answer!
1) Yes, it solves the problem. But I have more than 15 connection, so I can't double it.
There is another problem for doubling. I have 2 users for each site: root and web-programmer account. Sometimes I need only programmer account, some times root. WinSCP can't save 2 users. I have to change it, if I need another, save (login button disabled) and then login.
Or you can modify the settings as needed for the current task, without saving them.
2) Can't you explain with more details, please?
When I open a new connection, button "more..." is disabled. So I can't set/remove "remember folder" in options.
In connection list I can select any connection and pick "edit" action. But button "Login" became disabled till I save options.
I opened 1st connection. Opened "new connection" window. I switched off the "Remeber last folder" in another connection and saved it. Then I logged in. It showed me different local catalog, than in 1st opened connection. So it doesn't work as I expected.
P.S. I use Russian version, so I don't know exact option names in English. If something unclear, I can change to English version.