Slinger, the agents are needed to police the humans still plugged in. They also prevent disruptions in the maintaining the Matrix. Watch the footage about the game from the Revo's DVD extras. There are three groups.
1st Group works for the Machines and maintains peace in the Matrix.(Wouldn't it be cool to team up with an Agent or get orders directly from Deus Ex Machina?)
2nd Group works for the Exiles to create chaos and bring the war back full time. ( A shame there's probably a safegaurd for the game. I get such nice thoughts about joining this group, gaining an audience with Mero and then betray him by killing him. "One bullet was all I needed."
3nd Group doesn't work for either of the others and just smashs the Matrix in an effort to unplug people still jacked in.
2/3 of the groups require the Agents to keep the peace. That is why the Agents are still around. Plus, there's no One to corrupt the Agents' program like what happen with Neo and Smith. That's the answer to why the Agents are still around.
Well, I thought I'd just clear that up before I completely loose my internet connection. Have fun ya all! I will return....