Bootstrapping. How do you provision your servers and install the agent software on them in the first place? Some configuration management tools kick the can down the road, assuming that some external process will take care of this for them (e.g., you first use Terraform to deploy a bunch of servers with an AMI that has the agent already installed); other configuration management tools have a special bootstrapping process in which you run one-off commands to provision the servers using the cloud provider APIs and install the agent software on those servers over SSH.
Maintenance. You need to update the agent software on a periodic basis, being careful to keep it synchronized with the master server if there is one. You also need to monitor the agent software and restart it if it crashes.
Security. If the agent software pulls down configuration from a master server (or some other server if you’re not using a master), you need to open outbound ports on every server. If the master server pushes configuration to the agent, you need to open inbound ports on every server. In either case, you must figure out how to authenticate the agent to the server to which it’s communicating. All of this increases your surface area to attackers.