If I open local folder with a few .exe files with WinSCP (and FileZilla too), it hangs for a little while and then opens the directory. On remote FTP directory this doesn't happen.
Why does this happen and how can I disable this?
WinSCP (FileZilla possibly too, not sure) loads icons from the EXE files (and few other formats). That can take a time, if there are lot of EXE files in the local folder.
In WinSCP, there's a hidden configuration option that you can use to turn off loading icons.
Run WinSCP once like this:
winscp.exe /rawconfig Interface\LocalIconsByExt=1
WinSCP does not load the icons from remote files EXE files (it would have to download them). Only file extension is used to select an icon for remote files.