Have a look at this setting:
https://winscp.net/eng/docs/ui_pref_panels#double-click
Make sure double-click operation is set to "copy", and using SFTP you will be able to press Cancel on the transfer before it actually tries to open the file.
Also, WinSCP will warn on opening huge files larger than 500MB. 7MB is not actually considered "big" these days ;)
https://winscp.net/eng/docs/ui_pref_panels#double-click
Make sure double-click operation is set to "copy", and using SFTP you will be able to press Cancel on the transfer before it actually tries to open the file.
Also, WinSCP will warn on opening huge files larger than 500MB. 7MB is not actually considered "big" these days ;)