This request it's the same as Work with PuTTY 'connection sharing' system.
But after several years the new releases of PuTTY have the option to create links (or tunnels) using other protocols different than SSH over TCP (read about psusan). And that opens a new area where has sense that WinSCP could reuse the upstream connection of a PuTTY session.
So, as the WinSCP has incrusted the source code of the PuTTY tool, then it would be interesting to enable this functionality. To configure it (internally) you only need to use the "host" and "port" and call to open a session using the "bare-ssh-connection" protocol (instead of "ssh"). Then the code of PuTTY will do the rest.
Please, could you enable this?