Continue connecting to unknown server and add host key to cache?

Question

FTP

Hello. Launched an SFTP server on Ubuntu Server, in a virtual machine. Connected via WinSCP to this server, gives this:

What does this mean? Is there some kind of vulnerability on the server?
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Thank you for any response.

Answer 1

There is nothing wrong with this message. Associated with asynchronous connection encryption.
When the server connects, public keys are exchanged. And the client asks whether to keep this key in memory.

Answer 2

When you first connect via ssh protocol to a new server, there will always be such a notification.
After confirmation, a snapshot of the server key is stored on your machine. If the key on the server suddenly changes (OS reinstallation, or some attacker infiltrated and redirected you to his server), your client will report that you are trying to connect to a previously known server, but the key on the server does not match what we saved earlier, and will not allow you to connect until you delete the saved key.
Standard check for all SSH connections