Sorry, I found the reason.
If I use windows cmd: ssh [email protected], it works like this:
However if I use Xshell 7, it pop-up a prompt box like this:
It seems password authentication is disabled, but Keyboard Interactive authentication is allowed.
Thanks again!
By the way, if I disable passord authentication, keyboard-interactive authentication is disabled
vyos@vyos# set service ssh disable-password-authentication
[edit]
vyos@vyos# commit
[edit]
vyos@vyos#