Bug? SCOM cmdlets don't fully load until first execution of cmdlet
SCOM module is loaded.
Get-SCOMAgent cmdlet (among other SCOM cmdlets) is not recognized as cmdlet.
Execute 1 cmdlet from the loaded SCOM cmdlet.
Get-SCOMAgent cmdlet is now recognized.
SCOM issues should get filed in the System Center uservoice: https://systemcenterom.uservoice.com/forums/293064-general-operations-manager-feedback