Comment 3 for bug 414743

John, I think you misunderstood. I'm talking not about user SSH key but about confirming fingerprint of SSH server on first run. This is the root of problem with plink.

When plink first time connecting to SSH server it don't "know" about yet it asks user about confirmation (using stdout/stdin):

C:\Utils\PuTTY>plink.exe bazaar.launchpad.net
The server's host key is not cached in the registry. You
have no guarantee that the server is the computer you
think it is.
The server's rsa2 key fingerprint is:
ssh-rsa 1024 9d:38:3a:63:b1:d5:6f:c4:44:67:53:49:2e:ee:fc:89
If you trust this host, enter "y" to add the key to
PuTTY's cache and carry on connecting.
If you want to carry on connecting just once, without
adding the key to the cache, enter "n".
If you do not trust this host, press Return to abandon the
connection.
Store key in cache? (y/n)

In the same situation paramiko just prints note about adding the server key to its own registry and move on.

I suspect some people may think such paramiko behavior maybe security hole.