This is not a bug in the x2go client.

The same is in the KDE file manager Dolphin (version 20.08.3) when connecting via SFTP.
If the "port" is not commented out in /etc/ssh/ssh_config, then Dolphin connects to the port specified in /etc/ssh/ssh_config, and not the one specified in the address bar.

If comment the "port" in /etc/ssh/ssh_config, then both the x2go client and Dolphin begin to connect using the ports specified in them.