I saw the same issue recently and resolved it.

This is because Net::SSH::W32Perl::protocol_class does not get called and as a result, Net::SSH::W32Perl::_session_channel does not get called either. On Windows, there are some issues when the "select" is applied to non-socket handles ( Check here). I guess one of the Net::SSH::W32Perl's purposes is to overcome the limitation of the "select" on Windows.