ShellPrompt is not used in terminal-less mode because that's how SSH servers on most operating systems behave. On the other hand, they apparently do send a welcome message, so the lack of ShellWelcomeMessage appears to be an omission. We will fix this for the next release.
The ServerOnShellCommand event is not triggered for user input, but only for commands issued through the shell. We'll look into it to make sure this works properly in pseudoterminal-less mode. However, if you need to handle user input line-by-line or even character-by-character, you can now use the commands's SshConsole to gain access to its stdin/stdout/stderr streams, as demonstrated in this advanced sample.