Do the agents come preinstalled in the images? Or do they somehow use whatever I’ve installed locally? The former makes sense to me but then I’m wondering whether the sandbox images stay up to date with new releases of each image.

Sometimes is up to date. When its not - you can just use a kit and add command: install : codex update https://docs.docker.com/ai/sandboxes/customize/kits/

The agent is per installed. If there is an update to the agent, the VM notifies you on a first run and updates it if you approve.

Other than the login problem, it’s a decent option.