PSPad recognize file by it's extension. Does you WinSCP keep PHP extension?
PHP can be open as HTML, if in the program settings / HTML multihighlighter
option Open PHP in multihighlighter is enabled
Syntax isn't enabled automatically, depends of the file size. Check program
settings / Direct edit button and variable HLUpToSize=nnn  where nnn is number
of bytes. Change value e.g. to 1 million

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