So I Found a Windows SSHFS
It’s from Japan, and is called Dokan SSHFS. It works well.
Some limitations - it will mount the remote filesystem as a drive, so you need to assign a drive letter to each remote filesystem you want to mount. It saves connection info, but not your password or key passphrase. When you type those, it will display them in cleartext, so be aware.
This beats the WinSCP periodic update model for my use cases - however, it does mean that saving files can be slow, depending on your network bandwidth and latency.
For Unix/Linux, you can use the original SSHFS, as I described in another blog post.
