I had to use a loop anyway for how I am using WinSCP with our setup.
Session.GetFiles can download whole directory, you do not have to use a loop.
Please set SessionLogFile and post the log file.
I have the code within SSIS script task to pull the contents of a remote folder to the local drive. when the script task is running, it completes downloading one file then continues on to the next line of code before the rest is finished downloading. I am going to guess that I need to stick the getfiles() into a while loop and download each file one by one. Is there a way for the script to wait for all the files to finish downloading?