I haven't tried this but maybe you could use the Unicode characters for CRLF, that is of course if the controller is Unicode compatible.
Must say I am very surprised that AI2 strips out the CRs by default - that should at most be an option really?
Actually, it's unlikely that a control device will be Unicode Compatible. Are you sure the device needs CRLF? It might just be that you can use new line only (\n).
What you see in Putty is Putty's interpretation of the file. The same file in Windows for example, could display differently in different software.