Hi cpentecost,
As far as I understand, agents are used to share the load of the test execution. Let me quote the About Distributed Load Testing article:
Running load tests often involves simulating requests from thousands of virtual users. Simulating these users requires a lot of resources from the computer running the test. In some situations, one computer cannot generate the load enough to properly test the server.
To avoid this, you can create distributed tests. These tests use multiple computers to simulate the load on the target server. At the same time, each individual computer can handle the load generation.
sd