For example, is it possible to include the contents of, say, %USER% in the session user name and/or Proxy user name fields? This would allow config to be held in a centrally accessed WinSCP folder where saved sessions would work for any user invoking the session without having to change logon usernames. Or it would allow people who access the same systems to just import an export of someone else's WinSCP config and work without having to change all the saved usernames.
In a similar vein, it might be useful under the Local proxy settings to have the pattern %user and %pass replaced by %proxyuser and %proxypass just for clarity - although I am aware that PuTTY also uses the same naming convention as yourself. This would free up the additional use of %user and %pass as logon username and paaswd should people need to use these in their proxy command.