Ну пожалуй я сам себе тут отвечу. Кусок stunnel faq:
FTP over stunnel won't work
I just can't get ftp to work over stunnel no matter how hard I try.
Answer: Stunnel cannot be used for the FTP daemon because of the nature of the FTP protocol which utilizes multiple ports for data transfers. There are SSL aware FTP servers available.
Alternitively you could use a different protocol. For example you could use SSHv1 which contains a program called scp which operates much like rcp, or the newer SSHv2 which also includes a program called sftp.
Непонятно только, почему mc работает...