The 'SITE' commands are effectively server-bound and specific to FTP. Your FTP application is ignorant of the meaning of the content within the SITE command. When you pass SITE like this to a mainframe, you are passing arbitrary file meta info about how the files should be allocated on the mainframe. The mainframe can then take the incoming file and reformat it according to the specified allocation.
For SFTP you need to do the format changes for the file before sending it. If you are on a *nix box, you can easily do this with the DD command (block parameter) so long as the lines break easily. Anything more complex and you might look at doing it with Perl, etx.