I tried the same thing and found there was a hidden directory with a bunch of packages in the DMG. I just used a shell script to download and install from the DMG instead.
We ended up doing something similar. But then we also created an "offline installer" with the dmg embedded in the pkg. So far both methods seem to work well.
This was a real pain for us, as ARD was our go-to for getting a new agent out.
I have a workaround that you can use in ARD (or command line via SSH on a onesey-twosey basis):
mount -t smbfs //username:'firstname.lastname@example.org/ldlogon/mac /tmp/ldlogon
/usr/bin/hdiutil mount /tmp/ldlogon/Default\ Mac\ Configuration.dmg
/usr/sbin/installer -pkg /Volumes/LDMSClient/ldmsagent.pkg -target /
This will install the "Default Mac Configuration" Agent Configuration. Change that and the core server DNS as appropriate. Unless the "ldlogon" share has wide open read permissions (probably a bad idea), you'll also need to provide credentials for a user that has access to it (presumably what you run the scheduler service as).
You can use the ARD "Send Unix Command" to do this.