Since version 7.58.0, curl may be compiled with libssh instead of libssh2 which
differ in supported functionality.
We plan to switch to libssh powered curl
(https://build.opensuse.org/request/show/569559)

Excerpt from a failed pycurl buildlog:
[   76s] ======================================================================
[   76s] ERROR: test_keyfunction_none (tests.ssh_key_cb_test.SshKeyCbUnsetTest)
[   76s] ----------------------------------------------------------------------
[   76s] Traceback (most recent call last):
[   76s]   File "/home/abuild/rpmbuild/BUILD/pycurl-7.43.0.1/tests/util.py",
line 95, in decorated
[   76s]     return fn(*args, **kwargs)
[   76s]   File
"/home/abuild/rpmbuild/BUILD/pycurl-7.43.0.1/tests/ssh_key_cb_test.py", line
80, in test_keyfunction_none
[   76s]     self.curl.setopt(pycurl.SSH_KEYFUNCTION, None)
[   76s] error: (48, '')
[   76s] 
[   76s] ======================================================================
[   76s] ERROR: test_keyfunction_unset
(tests.ssh_key_cb_test.SshKeyCbUnsetTest)
[   76s] ----------------------------------------------------------------------
[   76s] Traceback (most recent call last):
[   76s]   File "/home/abuild/rpmbuild/BUILD/pycurl-7.43.0.1/tests/util.py",
line 95, in decorated
[   76s]     return fn(*args, **kwargs)
[   76s]   File
"/home/abuild/rpmbuild/BUILD/pycurl-7.43.0.1/tests/ssh_key_cb_test.py", line
84, in test_keyfunction_unset
[   76s]     self.curl.unsetopt(pycurl.SSH_KEYFUNCTION)
[   76s] error: (48, '')

Herewith libssh, CURLOPT_SSH_KNOWNHOSTS is an unknown option.