Thanks for the pointer, you can work around this PRTG limitation (PRTG only supports RSA or ED25519) as follows by using a RSA key instead of an ECDSA key (default).
Note that using an RSA-key is obsolete and may be insecure.
It's set to be fixed in a future PRTG update.
mv -f /etc/dropbear/dropbear_rsa_host_key /etc/dropbear/dropbear_rsa_host_key.bak dropbearkey -t rsa -f /etc/dropbear/dropbear_rsa_host_key chmod 600 /etc/dropbear/dropbear_rsa_host_key /etc/init.d/dropbear restart