No. This is not supported. You would have to write your own diff algorithm and split the batch to parallel transfers.
See https://winscp.net/eng/docs/library_example_parallel_transfers

I have a script that runs every night and syncs all files from a remote server. I am just doing a local sync. All is working well, however the transfer takes a long time since it is downloading one file at a time at 150k. When I open WinSCP and manually transfer files, I can transfer up to 10 at a time. When I do 10 at a time manually, I am getting 150k per transfer which is great.

My question is, is there any way that sync can be downloading 10 files at a time instead of just one?