Confirmed on my Synology.
SSH puts you in your home directory but allows you access to the rest of the filesystem
$ ssh p4.lan
X11 forwarding request failed on channel 0
wscott@p4:~$ pwd
/var/services/homes/wscott
wscott@p4:~$ ls -d /volume1/crashplan
/volume1/crashplan
And sftp also puts you in your home directory, but in a chroot environment where that directory is at the root and you can’t leave.
$ sftp p4.lan
Connected to p4.lan.
sftp> pwd
Remote working directory: /
sftp> cd /volume1
Couldn't stat remote file: No such file or directory