Putty sessions don't really add anything to this plugin, unless I missed something. Certainly, yes, you don't have to define your hostname, username and password again, but they don't contain the local path, remote path, chmod settings, ignore regex, etc. Because of this, a separate configuration is required. Rather than split the config between two programs, and also to make a consistent cross-platform experience, I decided to keep all of the config in the Sublime SFTP json file.
It has been a while since I wrote this post and the description of what I would support. As of now I do have plans to support remote browsing through the quick panel (what goto anything uses), however I do not yet have an ETA for it. I'm currently working on FTP support and some other small enhancements.