By default FlashFXP is uses a simple scramble for your passwords.
So if you don't take an extra step to enabling encryption, your passwords are possible to retrieve.
Many people don't take that extra step, either because they don't know, don't care, or don't want to be bothered to enter their password on every start.
Just because WinSCP or Putty are not on THAT list, doesn't mean malware does not target them or passwords stored in them are secure.
furthermore, Putty can not store your passwords at all, you have to manually enter them every time you login. If you don't store the passwords, there is nothing to steal.
In such case you are not treating FlashFXP and Putty on equal grounds.
If you are not going to store passwords in FlashFXP, they are going to be just as secure as they are in Putty.
WinSCP does allow you to store passwords, however they are also scrambled and easily
retrievable.
FlashFXP goes one step further by providing you an actual encryption of your passwords. WinSCP does not. They just tell you not to store them in WinSCP.
If that's the case, don't save your passwords in FlashFXP(just like you do with putty or winscp) and enter them every time you login.