Congrats on the agent.
Important disclaimer - what follows is based on the assumption that the agent, being a professional in the field, with an established track record, knows what they're talking about. (If you genuinely, hand-on-heart think it's a case of "they just don't click with my character" read no further).
I'd say sit down and have a very hard think - particularly about possible synonyms for "unsympathetic."
You can get away with an unsympathetic protagonist if they are fascinating, funny, Machiavellian, larger-than-life, driving the plot forward through sheer force of personality... etc. etc. (Insert your own list here).
If you replace "unsympathetic" with "unlikely to grab the reader", can you get a better sense of where your agent might be coming from?
Try to think of it in terms of answering the question "Okay, my readers are not going to like this person, but they are going to be sufficiently fascinated that they want to keep reading because..." Make a list of your "because", then ask yourself honestly whether you're succeeding in conveying these to your reader or whether you're suffering from a case of "this character, in my head, is fascinating, thus they will automatically be fascinating to my reader on the page."