By "transfer dialog", do you mean the progress window?
https://winscp.net/eng/docs/ui_progress

It has "Proceed in Background" button.

When downloading or uploading files, the transfer dialog appears, and WinSCP gets stuck in this modal, preventing me from performing other operations. It would be interesting if the modal could be minimized to the bottom of the interface, allowing me to open new connections and transfer other files or folders. In other words, one tab could be completely independent of what's happening in another.