Not anymore. This feature was removed in WinSCP 4.1.
I tried 4.0.7 and it seems to insist on starting a new SSH session when saving an edit window. I can find no option in Preferences/Transfer/Background that will disable this.
We have had many requests to get WinSCP working properly with IBM mainframes, and this feature is unfortunately the root of most of the problems - there are special "settings" (think "quote site ....") that are particular to MVS filesystems that can be set for a running session, and starting a new sftp session loses these. Is there an architectural reason that a single session will not work? The sftp packet architecture surely allows multiple transfers simultaneously on the same session. We might be willing to build our own patches if there were a chance that it would work. Any advise would be appreciated.