If you need to use the key in GUI, you have to specify it in PowerShell too.
Note that it's not the SshHostKeyFingerprint (though you need that too), it's SshPrivateKeyPath!
See https://winscp.net/eng/docs/ssh_keys
Or have the GUI generate a code template for you:
https://winscp.net/eng/docs/ui_generateurl#code

I am trying to log in using powershell script.
Below is what I am using

$sessionOptions = New-Object WinSCP.SessionOptions -Property @{
Protocol = [WinSCP.Protocol]::Sftp
HostName = "abc.net"
UserName = "username"
Password = '' -- i do not have a password hence keeping it blank
SshHostKeyFingerprint = "ssh-rsa 2048 xx:xx:xx:....."

as mentioned above I do not have the password and so keeping it blank. in my log I get the following message
. 2018-01-23 15:41:05.171 Prompt (keyboard interactive, "SSH server authentication", "Using keyboard-interactive authentication.", "username's Password: ")
. 2018-01-23 15:41:05.171 Disconnected: Unable to authenticate

When I log in from the UI I do not provide a password. Just username and the key.

can you please help and let me know what am I missing