Public bug reported:

The binary file (scponlyc) used for chrooted environments does not have
the SUID bit enabled. This way nobody is able to login as the chroot
cannot be performed with user privileges.

Installed package:
ii  scponly              4.6-1                Restricts the commands available 
to scp- and sftp-users

Created a chrooted user with:
/usr/share/doc/scponly/setup_chroot/setup_chroot.sh.gz

---------- Messages in auth.log ----------------
Jun 27 09:21:03 vde sshd[16532]: Accepted password for USERXXX from 
XXX.XXX.XXX.XXX port 2475 ssh2        Jun 27 09:21:03 vde sshd[16534]: 
(pam_unix) session opened for user USERXXX by (uid=0)                   Jun 27 
09:21:03 vde sshd[16534]: subsystem request for sftp                            
                    Jun 27 09:21:03 vde scponly[16535]: chrooted binary in 
place, will chroot()                                Jun 27 09:21:03 vde 
scponly[16535]: 3 arguments in total.                                           
       Jun 27 09:21:03 vde scponly[16535]: ^Iarg 0 is scponlyc                  
                                  Jun 27 09:21:03 vde scponly[16535]: ^Iarg 1 
is -c                                                          Jun 27 09:21:03 
vde scponly[16535]: ^Iarg 2 is /usr/lib/openssh/sftp-server                     
           Jun 27 09:21:03 vde scponly[16535]: opened log at LOG_AUTHPRIV, opts 
0x00000029                            Jun 27 09:21:03 vde scponly[16535]: 
retrieved home directory of "/home/USERXXX" for user "USERXXX"     Jun 27 
09:21:03 vde scponly[16535]: chrooting to dir: "/home/USERXXX"                  
                  Jun 27 09:21:04 vde scponly[16535]: chroot: Operation not 
permitted                                        Jun 27 09:21:04 vde 
scponly[16535]: couldn't chroot to /home/USERXXX [username: USERXXX(1003), 
IP/port: XXX.XXX.XXX.XXX 2475 22]                                               
                                    Jun 27 09:21:04 vde sshd[16534]: (pam_unix) 
session closed for user USERXXX
-------------------------------------------

Solution
chmod u+s /usr/sbin/scponlyc

** Affects: scponly (Ubuntu)
     Importance: Untriaged
         Status: Unconfirmed

-- 
scponlyc has SUID not set
https://launchpad.net/bugs/51085

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