Make both sure that you both use 48 KHz sampling rate because this is the only sample rate SoundJack can use.
Under Windows some built-in hardware might not be able to use 48 KHz, but ASIO4ALL can resample 44.1 to 48 KHz if the option is enabled.
My quick guess is that your fellow musician uses 44.1 KHz sampling rate that gets playbacked quicker on your machine with 48 KHz sampling rate which leads to a transposition interval almost in the middle between a minor and a major second.
Maybe a resampling is made on one side, so the note stays in tune, but not on the other one. Anyway, if a resampling would not happen on both sides, he should hear your A as a G.
I’m a bit irritated too, but that seems to be the closest explanation to your problem I can find.
If my guess (or another ones hint) was right, please write it down here, so that others know the solution if they encounter the same problem.
Good luck!