Sharing the solution by answering my own question...
The solution is: generate the key with MobaXterm's generator, and use the "Export OpenSSH key" (not"Export OpenSSH key (force new file format)" option. This is the only option that generates a private key file compatible with the PowerShell Posh-SSH module.
The solution is: generate the key with MobaXterm's generator, and use the "Export OpenSSH key" (not"Export OpenSSH key (force new file format)" option. This is the only option that generates a private key file compatible with the PowerShell Posh-SSH module.