The workaround in PuTTY just solved stray authentication announcement. It did not avoid the prompt itself.
Anyway: WinSCP behaves correctly, it display the empty authentication prompt, just as requested by the SSH server. Obviously it is bug in the server. Until 4.1.9 WinSCP was resistant to the bug and just ignored the empty prompts. Until the resistance is introduced back to WinSCP (in 4.1.3), either have you server fixed or downgrade to 4.1.9.