How can I connect without entering private key passphrase each time?

The best solution is to use authentication agent (Pageant), so that you enter the passphrase only once.

You can specify the passphrase using -passphrase switch of open command in scripting and using SessionOptions.PrivateKeyPassphrase in .NET assembly.

Alternatively you can store the private key unprotected (without a passphrase). Note that this imposes a security risk, if someone gains access to the key.

When using unprotected key with scripting, you should consider restricting access to the unprotected private key file to the local account that runs the script only (using Windows file system permissions).