I updated my version so it now display only recent sessions in jumplist (which you can pin or delete as you wish) instead of adding there all sessions
you can read more and download it at <invalid hyperlink removed by admin>

@Cobinja: Until there is official support, you can use my custom version from my site <invalid hyperlink removed by admin> which adds saved sessions to jumplist and also features taskbar progressbar during transfers.

Thanks for your post. This request is being tracked already.

A Connection MRU list would be nice for Windows 7 users, so that a list of stored connections displays when the (pinned) taskbar icon is right-clicked.