I'm new on my macbook. Anyway, since leopard ssh asks for passphrases using a dialog instead of on the command line. This is not necessarily a bad idea, for example a git push from within git gui has no good place to ask.
On the other hand, using ssh-agent for that is even more convenient, and since this dialog allows you to store the password on the keyring I assumed that that is the preferred way and no one would bother to start an ssh agent under the whole of the leopard gui session. Turn out I was wrong. And my workaround of using xterms started from another xterm with an agent in there was quite unnecessary.