From the manpage pam_start(3PAM):

"It is the responsibility of  the  conversation  function  to
     strip  off   NEWLINE  characters for PAM_PROMPT_ECHO_OFF and
     PAM_PROMPT_ECHO_ON message styles, and to add NEWLINE  char-
     acters  (if appropriate) for PAM_ERROR_MSG and PAM_TEXT_INFO
     message styles."

In auth-pam.c sshpam_thread_conv() and sshpam_query() in the PAM_ERROR_MSG and
PAM_TEXT_INFO messages do not append a newline. pam_chauthtok_conv() does.