Transmit (by Panic) used to allow this functionality a while ago. The closest thing that would replicate some of the niceties of a Samba or NFS mount are taken care of by sshfs, but that utility is only maintained sparingly nowadays (and has a bunch of little quirks for use cases besides "copying files to and from the share").
I use Transmit sometimes when I'm just trying to copy folders and files and don't want to whip out scp, but otherwise, I like Samba and NFS, just... they're terrible in Finder.
There are some third party apps that support mounting SFTP or other remote drives/paths so that they’re accessible in Finder and in other apps. Some of these are Transmit (by Panic Software), Forklift by Binary Nights, and Mountain Duck.
