In 9.6 the Configure Agent action has been revamped, but just a little. The "standard" agent install will work as normal and go back to the core for everything. This is the same behavior as 9.5. We've added the option of using a self contained executable for the agent install. This option will attempt to download the executable from preferred servers.
There are a few more uses for the executable agent install that are part of some of the new 9.6 features that will be made public when 9.6 is released.