That's not really a WinSCP question. But if you post a complete verbose session log files from both WinSCP and the "other" FTP client, we can take a look.

Thanks, that seems to obvious and too easy! But it makes me wonder why no other FTP Client that I've tried can make the connection except WinSCP.

You can see what protocol you are using on Login dialog and on a status bar of the main window.

Also, if you see a lock on the status bar, the connection is secure.
https://winscp.net/eng/data/media/screenshots/commander.png

I realized after a year or so of logging into my FTP site using WinSCP with the credentials SFTP specifying port 22, that any other FTP program I tried could not access my account as I can using WinSCP. I was told because it was not a secure connection, so how do we find out since we can't talk to our Host without going through an awful chat session? (I know, I can't wait to get moved, I'm still scouting around)
Thanks