pong wrote:

I often make the sequence of more sessions, e.g. when I am applying some patches into more machines. I welcome to continue without exiting the application and starting it again. I lose the context in this case.
The feature could be configurable by user (close the session with or without exit).

But you can open another session after closing the last one. The login dialog pops up then.

martin wrote:

It does not as long as you open new one. What would you do with WinSCP without the opened session?

I often make the sequence of more sessions, e.g. when I am applying some patches into more machines. I welcome to continue without exiting the application and starting it again. I lose the context in this case.
The feature could be configurable by user (close the session with or without exit).

It does not as long as you open new one. What would you do with WinSCP without the opened session?

Session exit should not close WinSCP.

Thank you.