There doesn't seem to be a similar workaround in 5.9.5.
That's indeed not configurable in WinSCP, atm.
Just as a curiosity, is this is a problem with putty not doing the right thing in host key exchange? Or is there something wrong with the server's sshd config?
I'd assume the latter. While PuTTY bug is also possible, no one else has reported a similar problem, so it seems like something specific to your server.