Windows documentation (https://learn.microsoft.com/en-us/windows-server/administration/openssh/openssh_keymanagement) makes it clear that logging in with a keypair to sshd does not associate user credentials with the session:
A remote session opened via key based authentication does not have
associated user credentials and hence is not capable of outbound
authentication as the user, this is by design.
Is there a way to "secondarily authenticate" with a name+password once logged in via a keypair?