Your FTP server is misconfigured to return an invalid IP address
Both WinSCP and FileZilla, when encountering an invalid address they ignore it and open the data connection to the original address of the server. But WinSCP does not identify
as an invalid address, so it won't employ the workaround.
Though note that this is only a workaround, the fault is still on the server's side.
You can make WinSCP to ignore the address unconditionally using session option Force IP address for passive mode connections
I'll improve WinSCP to recognize IP addresses starting with a zero as invalid:
Issue 2224 – Recognize IP addresses starting with zero in FTP PASV response as unroutable