[Hosting] Error when connecting via SFTP extension in VisualStudio

I’m using VisualStudio with a SFTP plugin for my development. It’s important for me to be able to use that plugin, as I can edit the files on the server directly without having to upload them each time.

My site is hosted with WPMU DEV. The plugin is giving me an error when I’m trying to connect: “All configured authentication methods failed” – this only happens if I set it to automatically provide the password. If I set it to ask for password each time I’m logging in, it works.