It seems that you use the system context menu in the local panel. Turn that off to get the custom WinSCP context menu, with all its features.
https://winscp.net/eng/docs/ui_pref_panels_local

The Edit menu allows one to edit a file using a user-defined app which is useful. It is seen via a rclick on the remote server side (right). Strangely, the same menu is not available on the left side (local). Please add it in. There are times when say files locally dont have an assigned app so as to sync with the remote side, but still want to edit them. Having just a "send to" ability is silly since Send To is something global to the entire system whereas a more logical "Edit" context menu would be appropriate for this context.