Because my account was gave to me from my organization with priv key, so I cannot control my private key file. I cannot use sftp with any other private keys. (ex. no passphrase key)
This is my 'security reason'.
Can you make sense ?
But the private key is encrypted locally only! You can remove the protection from your copy of the private key. Just load it into PuTTYgen, and remove the passphrase and save it again. Of course, you need to take a reasonable care to protect the unencrypted private key.