With the ssh key-less approach, is there a way to do a quick scp?

You can use platform scp to copy files to and from your current environment.  

For example, to download data to your local system, you can do:

platform scp -r remote:<DIRECTORY_TO_SYNCHRONIZE> <LOCAL_DIRECTORY>

For the full list of options, run platform help scp

For more information on this feature, please see the following page in the Platform.sh documentation:

https://docs.platform.sh/development/transfer-dedicated.html#back-up-your-files