Thanks for your report.
I have sent you an email with a debug version of WinSCP to the address you have used to register on this forum.
Used default installation configurations except changed login to use only GSSAPI and GSSAPI delegate.
When using the FQDN of linux host, I was able to accept the keys and the password prompt came up. Immediately hit cancel and then tried again, then a Microsoft Visual C++ Runtime Library.
Assertion Failed!
Program D:\\Prgram Files (x86)\WinSCP\WinSCP.exe
File:.\threads.c
Line: 334
Expression: desctructors_set[keynum]==0
For information on how your program can cause an assertion failure, see the Visual C++ documentation on asserts
(Press Retry to debug the application - JIT must be enabled)