Each agent is sold as a separate option for BE.
Certainly you can purchase and add the agents at any time.
However, if your backup software is BE and you want to protect your Exchange environment, then you NEED the option. The Exchange agent option is the software that allows BE to make calls to Exchange, so that when you do a successful backup of the Exchange STORES, the Exchange transaction logs are flushed.
You do 'score' a little gain here. Your Exchange server is on the same box, so you're not really using the "remote" agent portion of the Exchange option (it's bundled with it). You could "re-use" the remote agent portion on, for example, a file server.