Linux – GUI alternative to Putty SSH for transferring files

You need to go "Change Settings -> Window" and set it there. Do the same under Appearance for the font and size.

Then go back to the session and save it.

WinSCP uses PuTTY code internally. So there should not be any difference in an encryption algorithm selected.

Though WinSCP employs some optimizations on top of the PuTTY code, particularly larger internal and network buffers. That helps in certain cases to achieve a better throughput.

Some references:
https://winscp.net/tracker/615
https://winscp.net/tracker/690
https://winscp.net/tracker/1273
https://winscp.net/tracker/1295

Regarding the "TCP Push" flag:

This is likely because WinSCP disables Nagle's algorithm on the socket, while PuTTY transfer tools do not (PuTTY itself does).

I'd hope that on any reasonable network, this should not make any difference, as both application push data to the socket as quick as possible, so the network layer should have no reason to delay packets. And I definitely do not see any difference any network at tested this. But I have reports from some users that it makes a difference.

While you can toggle Nagle's algorithm in PuTTY terminal configuration, you cannot toggle it in PuTTY transfer tools (psftp and pscp), it's always enabled.
https://the.earth.li/~sgtatham/putty/latest/htmldoc/Chapter4.html#config-nodelay