Unlike regress/sftp-batch.sh the test regress/sftp-cmds.sh does not set BATCH variable. So if user build in checkout source tree the test script remove files and directories that match pattern .* . Only .cvsignore match pattern. Please remove ${BATCH}.* at end of command "rm -rf ..." (two places).
fixed - thanks
Set all RESOLVED bugs to CLOSED with release of OpenSSH 7.1