The agent will be included in the job if you import the OS files from the root of the DVD or ISO not the Sources folder on the dvd or ISO.
I would ask if when you imported your SOI files did you browse to the root of the ISO or did you browse to the sources folder when you imported the files? The reason I ask is in my lab if I browse to the root of the OS install DVD and import from there then my agent deployment is correct at the end of the job. But if I browse to the sources folder the way the Ghost GUI suggests then the agent won't install the agent correctly.
One way you can check this is if you go to your express share in the Deploy/WinOS00x/sources what is the file and folder listing.
You should have the following folders I have them in my win 10 enterprise SOI that is working It is the GA build not the 1511 build but I would expect a simular set up for 1511.
boot
efi
sources
support
and files should be
Autorun.inf
bootmgr
bootmgr.efi
setup.exe
If this isn't what you have I would ask that you reimport your OS from the DVD but this time confirm you are pointed to the root of the dvd and dont browse to the sources folder.