Thanks for your post.

I have added this request to a tracker:
https://winscp.net/tracker/805

Combined with Session > Save Session command, it should cover your use case.
https://winscp.net/eng/docs/task_connections#saving

Hello,

It would be nice to have TEST connection button when creating a session.
I find it annoying, i start by trying connection with SSL, it does not work, then i have to change connection, save session again and so on.

The check connection button would be great to save time.

Thanks.

Sorry if it had been posted already, i made a quick search but could not locate one.