Hi Winkle,
It is is not simply a file copy into the %windir%\assembly folder, rather it is an installation of the agent assemblies into the Global Assembly Cache (GAC) for which Microsoft has prescribed steps e.g. see this link
Global Assembly Cache
In deployment scenarios, use Windows Installer to install assemblies into the global assembly cache. Use the Global Assembly Cache tool only in development scenarios, because it does not provide assembly reference counting and other features provided when using the Windows Installer.
That is why we advise to use .NET Agent installer.
Hope this helps
Lynn