Why isn't SolarPuTTY decrypting my .pgp-encrypted files?

We're using SolarPuTTY to pull files from a vendor using SFTP. The sessions and files are encrypted using .pgp, but when we pull the files to the local machine, they're not decrypted. The vendor has the Public Key and the Private Key is in the SolarPuTTY session that connects to the vendor. It's important to note that the keys were created in PGP4Win and they are not in the PuTTY format (which is why we went with SolarPuTTY, as it seems this is the only SFTP client that can support .asc files).

Did we do something wrong with the config? I can provide screenshots if required.