I cannot reproduce the problem. Can you give me step by step description of what you are doing?
conforming behavior of Ctrl+N is not consistent.
first time it is new session in same window
after closing extra session it is in new window.
I suggest at "WinSCP Login" screen we should have a check box asking.
[ ] open in new window
Ctrl+N is New Session in New Tab
but open two more Tabs
and Ctrl+Shift+D close
and Ctrl+N New Session
then New Window opened.
Thank you.