The following extract from the wsftp help might clarify things a little?
Passive Transfers (definition) Normally, when you connect to an FTP site, the site establishes the da +ta connection to your PC (the client). However, if the site allows pa +ssive transfers, you can have your PC establish the data connection. We recommend that you use passive mode for most transfers. Note that p +assive mode may be required for users who are behind some types of ro +uter-based firewalls or behind a gateway requiring passive transfers.
My only thought is that maybe one way is bypassing a proxy/firewall and the other isn't? HTH.