Use dos2unix to convert each transferred text file from DOS format to ISO format. For example, to remove the extra carriage returns from original_file, yielding converted_file:
% dos2unix original_file converted_file
In the past, when you used ftp to transfer files, you didn't have to do this conversion, because ftp did it for you. Secure ftp (sftp) does binary-binary transfers only (in the interest of security), so you must perform the conversion.