You can set the default connection under Project > Properties > File Transfer
There will be a drop down list of all of the connections you have set up for this project, pick the one you want to use by default and check the 'Use the connection as default' box and it will not ask you where you want to upload each time. Or, you can uncheck that box and it will prompt you to choose a connection each time you upload, with the one you've selected from this screen selected.
FWIW, Ctrl + Shift + U is the default upload shortcut and way easier than find file in explorer > right click > publish > upload, etc.