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?