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If an SSH server sends us SSH2_MSG_UNIMPLEMENTED, we
currently report it as "Strange packet received: type 3" and close
the connection. It would at the very least be better if we reported
it as SSH2_MSG_UNIMPLEMENTED, and ideally also gave some idea of
what the server had claimed not to understand.
It's not completely clear to me how far we can sensibly take this sort of error reporting, but we could usefully at least be prepared to deal with common cases. For instance, servers which don't support rekeying: when we initiate a rekey, we could remember the sequence number of the SSH2_MSG_KEXINIT we send out, and if we subsequently see SSH2_MSG_UNIMPLEMENTED citing that sequence number then we could give an error message which actually suggested a corrective measure to the user ("try manually enabling 'Handles SSH-2 key re-exchange badly' in the Connection > SSH > Bugs panel").
(In that particular case, it might even be possible to abandon the rekey and proceed with the rest of the connection – see kexinit-unimplemented – although I don't know if servers would in general even cope with that, and also I think it would be a bad idea not to at least warn the user of the drop in security.)
If we felt enthusiastic, we could try being more ambitious: it might
be feasible, for instance, to keep track of all the message
type codes for messages we've recently sent out. Whenever we see any
message we can identify as the reply to some specific thing we sent,
we can delete that and everything before it from our queue; then for
any SSH2_MSG_UNIMPLEMENTED, we'll always be able to
specify exactly what type of message the server didn't understand.
All of this, of course, assumes the server is sending out
SSH2_MSG_UNIMPLEMENTED messages containing a correct
packet sequence number. Some servers (in violation of the SSH spec) do
not bother, and just put zero in the sequence number field when they
send SSH2_MSG_UNIMPLEMENTED.
Audit trail for this wish.