FTP protocol specification mandates that text files are to be transferred in CRLF format. It is responsibility of the both parties to convert the CRLF format to/from their native format. WinSCP ensures that uploaded files are in CRLF format.
Obviously some FTP servers fails to convert the uploaded file from CRLF format to their local one. Example is vsFTPd 1.2.1.
Some FTP clients (particularly FileZilla 3.x, Windows FTP command line client) does not convert text files to CRLF format, preserving the actual format of the source file. WinSCP may do the same.