One good example of implementation of this very sophisticated functionality is 'Total Commander', a two-panel classic file manager where you can specify to 'Open files and directories with a single click' under Configuration > Operation > Main program section.
Saying that, pretty much any file manager I've used would have this option or it would simply respect the system-wide click policy, apparently not WinSCP.
Single click to open is needed especially for touch screens
Touch screens don't do well with double click to open. It's much better using single click. I voted for https://winscp.net/tracker/2180 but I would like to say that not having single click makes life miserable for anyone using a touch screen.