The features I love are:
remote file editing using gvim (or another editor)
- yes, I know I can do this using existing tools, but they are not as responsive
- nautilus is slow, as is gvim's grafted in editing via scp
- neither of the above is as forgiving when network connections drop.
run custom commands on files using the gui
- I like being able to right click on a file and run a custom shell script.
transfer files in the background
I rarely use the synchro feature in WinSCP, but when I do, it's nice to have.
And, yeah, if I wanted to use the command line, I could, and I do often. However, that's not always what I want out of life.
WinSCP is simply better than the Lin graphical SCP/SFTP clients.