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They might have restricted the login to only allow sftp (or sftp/scp). Check out the user's entry in /etc/passwd to see what shell and home directory are specified. Also you might need to check sshd_config to see if it has been restricted.
# This is the sshd server system-wide configuration file. See
# sshd_config(5) for more information.
# This sshd was compiled with PATH=/usr/bin:/bin:/usr/sbin:/sbin
# The strategy used for options in the default sshd_config shipped with
# OpenSSH is to specify options with their default value where
# possible, but leave them commented. Uncommented options change a
# default value.
# HostKey for protocol version 1
# HostKeys for protocol version 2
# Lifetime and size of ephemeral version 1 server key
# obsoletes QuietMode and FascistLogging
# For this to work you will also need host keys in /etc/ssh/ssh_known_hosts
# similar for protocol version 2
# Change to yes if you don't trust ~/.ssh/known_hosts for
# RhostsRSAAuthentication and HostbasedAuthentication
# Don't read the user's ~/.rhosts and ~/.shosts files
# To disable tunneled clear text passwords, change to no here!
# Change to no to disable s/key passwords
# Kerberos options
# GSSAPI options
# Set this to 'yes' to enable support for the deprecated 'gssapi' authentication
# mechanism to OpenSSH 3.8p1. The newer 'gssapi-with-mic' mechanism is included
# in this release. The use of 'gssapi' is deprecated due to the presence of
# potential man-in-the-middle attacks, which 'gssapi-with-mic' is not susceptible to.
# Set this to 'yes' to enable PAM authentication, account processing,
# and session processing. If this is enabled, PAM authentication will
# be allowed through the ChallengeResponseAuthentication mechanism.
# Depending on your PAM configuration, this may bypass the setting of
# PasswordAuthentication, PermitEmptyPasswords, and
# "PermitRootLogin without-password". If you just want the PAM account and
# session checks to run without PAM authentication, then enable this but set