The log file logs a session. If you do not start any session, nothing is logged. Conversely, a single instance of WinSCP can produce multiple logs, if multiple sessions are opened. So it's by design.

Capture winscp.com output, if you need to handle even cases like this.
See https://winscp.net/eng/docs/guide_debugging_scheduler#output

When we issue the command pasted below:-

Console Output

Cannot open file "C:\tmp\hello_missing.scp". The system cannot find the file specified

Unfortunately, because the file is missing the log file is not created.

Please log to both the console and indicated log file.

Failing to log into the log file makes it a bit more difficult to track backend (batch) jobs; that failed due to incorrectly specified script files.