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Unless I'm missing something (which is very possible!), it seems like the PKI backend is always going to send private keys to clients as PEM-encoded PKCS#1 (or "traditional format") files. It seems that PKCS#8 is actually the hip new thing. OpenSSL's docs recommend using PKCS#8 instead of PKCS#1:
Note this command uses the traditional SSLeay compatible format for private key encryption: newer applications should use the more secure PKCS#8 format using the pkcs8 utility.
Additionally, Java (and probably others?) includes support for PKCS#8-encoded keys, but not PKCS#1. I'd like to request a feature where the PKI backend can return PEM-encoded PKCS#8 private keys in addition to or instead of PEM-encoded PKCS#1 keys.
Some additional background for readers who may not already be knee-deep in this stuff: we'd still be using the same key, it'd just be formatted a little differently. PEM-encoded PKCS#1 keys begin with -----BEGIN RSA PRIVATE KEY-----, while PEM-encoded PKCS#8 keys begin with -----BEGIN PRIVATE KEY-----.