There are a few projects that create this functionality, but they're pretty clunky right now. The tight control and error handling that WinSCP brings to the mix with the console, and session traversal (and control over bandwidth, as well as concurrent requests!) makes WinSCP a good candidate to be the backend Windows block device.
For Windows this allows leveraging https://github.com/billziss-gh/sshfs-win, and more to have WinSCP continue to be a swiss-army-knife of protocols and data transfers.
If you extend this even further, leveraging the concept of "FXP" to transport things cross-cloud instead of always through the local instance of SCP would be a HUGE boost as tooling as many companies and people leverage public cloud providers. This allows WinSCP to enter into cross-cloud data transfers initiated by credentials the local user has with cloud providers like Azure, AWS S3, Google Cloud for the top 3 spots. Additional support for credentials on one side to auto-establish with credentials on the other with