It sounds like there's character conversion being done -- either FTP was fixing it, or SFTP is breaking it.

I'm fairly certain that SFTP prefers binary mode, so either the file being produced wasn't compatible with your OS (and FTP was fixing it by transferring in ASCII) or it was, and transferring with SFTP is breaking it by changing the line ending characters.
You didn't mention which OS / CMOD version, but your server system administrator should know the best way to deal with this in your environment - it's been a remarkably common issue between different operating systems (UNIX / Linux / Mac / Windows / Mainframe) for decades.
-JD.