I think it's very common, when somebody use WinSCP, then he's using putty+mc (Midnight Commander) too. But when the putty session and host was not configured well, then the function keys are not working in mc. For this purpose, mc was introduced the ESC + number sequence instead the F* keys. So for example I am using ESC+5 instead the F5 key. When I switch to WinSCP from putty+mc I always try to use this combination... Nobody has this habituation?
I think it would be great if WinSCP supports this key sequence.