If you think about it, the Agents along with many other programs are desperately trying to kill Neo. The problem with this is that he CANT be killed. His mind is so strong he's invincible inside the Matrix. He knows the Matrix isnt real, he can control the Matrix, and regardless as to what is done to him, he cant die. You can chop the dude in half and he'd probably have the ability to simply put himself back together because he knows its not real. He doubtlessly knows that within the matrix, his body is represeted by digital code.. His mind wont accept that he can die, therefore he wont.