iaganatzi: No, even when viewing the world map screen just before it happens, the minions just die from seemingly nothing, because the Agent of Justice is invisible the whole time. the only time the Agent's marker appears is during the "instant replay" - then it's gone again, even though the Agent is still technically there (but invisible) as more minions die shortly after (again). this makes the game unplayable as I am losing way too many minions, I can never tell when to "hide" them!
Were you in the process of doing a mission? Your minions will die at regular intervals during most missions irrespective of whether any agents are in the region at the time.
However if there's an agent there then they'll die faster than the mission casualty rate.
If your agents are simply stealing gold, then they should only die when agents are in the area - but as goatman wrote agents can appear for a while and then leave again, so unless you pause the game immediately when you notice casualties before heading to the world map, you might miss them.