The data connections are used for the actual transfers and disconnect 60 seconds after transfers have finished.
So if your next transfer is not within 60 seconds the data connection has to be reestablished.
That's simply how it works, the data connections timeout can not be changed.
If the commandline sftp uses only one connection it doesn't face this issue.
The same is if you, in FileZilla, reduce the number of simultaneous connections to the server to 1 (in the Site Manager entry).