Since WinSCP 5.14 (2018), you can use the close button to close a non-active disconnected session without a need to reconnect it.
Issue 1393 – Close button on session tab
https://winscp.net/eng/docs/ui_tabs

@martin A surprising request found! Please do it, I am struggling daily with lost paths.
Other multi-tabbed programs have it.
Greetings!
M

+1 for this feature.

Thanks for your feedback. I'll consider improving this.

If I opened a work-space with multiple tabs, and wishes to close few unwanted ones , there is no option to close it directly. Users hopes there exists a "close tab" option when he click the right button, because this is followed by all major browsers. But WinSCP tries to connect to the server when the user "right" clicks first time, and wants to wait until it finishes before disconnecting :(