Given: The Zhodani have canonically striven for centuries to curtail further Imperial expansion into the Marches.

Postulate: Since the Imperium seems constitutionally unable to cease growing (even if said growth has slowed markedly in modern times), the upper reaches of the Consulate long ago decided to "encourage" Imperial expansion to take place in directions other than into the Marches.

So the Zhodani agent is there to encourage official Imperial involvement in the area. The Consulate doesn't really care about the details of that involvement, only in increasing the level at which it takes place. If they can manage to start a full-blown war, that would be ideal. But they're quite willing to take whatever they can get, in the way of "Imperial entanglements."