We can already dock the SFTP view side-by-side with the SSH view to operate via SSH commands meanwhile having direct access to the folders' files.
Would be great to have a checkbox in the SFTP window to "follow" the position of the SSH connection.
For example, by doing a: cd /var/log
the SFTP window would also navigate automatically to /var/log
For SFTP to follow the current SSH directory should be trivial, i don't know if is feasable also the opposite.
(this feature is present in mobaxterm)