Using v1.430 with LDAP Security Realm and Project-based Matrix Authorization Strategy Authorization
From a Linux box with a .ssh dir containing private and public key files:

$ java -jar jenkins-cli.jar -s http://jenkins:8080/ build -s test --username user --password-file password.txt
Failed to authenticate with your SSH keys. Proceeding with anonymous access
Completed test_promo #5 : SUCCESS

--> accepts provided credentials and works, but shows a misleading message (it is not using anonymous access)