git jenkins scm plugin Permission denied
"Is there a problem with the SSH agent not being activated before the build process?" - Yes, and it's annoying.
I did read 'somewhere' in my hunting that they are planning to make the SSH agent wrap around git and other plugins correctly in the future.
If you run a simple shell command with the SSH Agent setup you will clearly see it start and stop before and after the shell command in the console output for the build, this does not happen when git details have been entered.
Just continue to use the build steps as described for now...