Enable custom strongly typed projection to have collection results.

[AlienEngineer]

    public class Target
    {
        public int ClientId { get; set; }
        public string ClientName { get; set; }
        public IEnumerable<Agent> Agents { get; set; }
    }

    // This should be valid.
    ...Query<X>().Select(e => new Target { Agents = e.Agents });

Workarround

lower performance using dynamics than strongly typed projections.

    // use dynamic for the projection.
    ...Query<X>().Select(e => new { Agents = e.Agents });