It must be a bug as the same things happens to me - rather disconcerting.
As a workaround, and if you are comfortable/knowledgeable about using the registry editor (make a restore point, back up etc - just in case) you can navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Qbik Software\WinGate\Services\FTP Proxy server\ServerRequests and set the parameters there
Under the Port key edit to the port number you require- be sure to use decimal value
Under the Response key enter a value of 1
Under the Server key edit to the name or IP of the server
You must stop and restart the WG engine for the settings to take effect