Hi Yaming,
Welcome to Windows Q&A community. I totally understand your frustration in dealing with this issue. But based on my resarch, there is limit resource mentioned Windows will support SM2. Currectly the algorithms DSA, RSA, ECDSA, or Ed25519 can be specified. (Key-based authentication in OpenSSH for Windows)
Anyway, I will help to feedback the user voice to the product team. You can also post the requirement in Microsoft UserVoice to address closely. Here is the link:
https://support.microsoft.com/en-us/office/uservoice-pages-430e1a78-e016-472a-a10f-dc2a3df3450a
Thanks very much for your understanding.
Best Regards,
Ian Xue
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