Low effective synchronizing way when only moving files in local host

Assuming both the local and the remote host have a big file a.mp4.
I put it to a new directory A, the local structure becomes

A
|--a.mp4

And when I synchronize it with Winscp, the software do it as below.
1. Delete a.mp4 in remote host
2. Send a.mp4 from local to remote

Because of big size of the file, it takes a long time and is a low effective way.
We can do like this instead:
1.Create directory A in remote host
2.Move a.mp4 to A, only occurs in remote host

Then it will take almost no time to finish.

WinSCP can hardly be sure that it's the same file. It would be risky, if it did the move the file automatically. It's even more complicated in your situation, where WinSCP actually sees the new folder only, and does not really care about its contents (the new file).
But WinSCP allows you to resolve the two detected differences as rename on the synchronization checklist window:
https://winscp.net/eng/docs/ui_synchronize_checklist#renames
(though it won't work in your situation with the new folder, you would have to create it on the server before synchronization, so that WinSCP recognises the change as a new file).