I found a problem after PortableApps.com updater is finished updating of winscp. There was no demand to close running winscp. Because winscp's watcher (WinSCPPortable.exe) is stopping after starting main program (winscp.exe). This leads to losing some settings of winscp (bookmarks).
I made fresh install of winscp portable - WinSCPPortable.exe exits without any reasons.
Please fix it
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WinSCP watcher process