Indeed, right under my nose! Thanks for thinking of this ahead of time!

There's Start in New Window in the drop down menu of the Start button.
https://winscp.net/eng/docs/ui_keepuptodate#buttons
It's relatively new feature (WinSCP 5.14 from 2018), so make sure you have the latest version of WinSCP.

Problem

Currently, a Keep Remote Directory up to Date... command will block interaction with the entire WinSCP process window.

For example,
1. open a WinSCP window, start one or more Sessions
2. start the Keep Remote Directory up to Date... command
the popup window Keeping Remote Directory up to Date... now forces focus on itself
3. click on a different Session tab
the popup window Keeping Remote Directory up to Date... flashes, and prevents changing focus

I have to either
- start a new WinSCP program to perform any other scp commands
- stop the Keep Remote Directory up to Date... command and then later restart it. For Keep Remote Directory up to Date... commands with many files, this can be tedious.

Feature Request

A nice improvement would be to allow other Session tabs to continue interaction.
An even better improvement would be to allow the all Sessions, including the Session handling Keeping Remote Directory up to Date..., allow them to continue interaction.
Either would be an improvement.