In version 1.1.9, the TCP connections stay open after calling connection.close(). We noticed this because we proxy the connection through nginx, which ended up keeping open hundreds of sockets, eventually hitting its open file limit.
The cause of this is probably the new channel cache, although we haven't fully debugged the issue yet, but I already wanted to let you know (and potentially others using sftpretty). For now, we downgraded back to 1.1.8.