Agentic workflows can coordinate modelling, but balancing predictive performance, measurement burden and reproducibility is unclear. We developed DXA Agent, an agentic workflow for dual-energy X-ray absorptiometry (DXA) outcomes integrating planning, feature-model refinement, tools, provenance and hypothesis-generating interpretation. Models were independently developed and tested in UK Biobank (5,318 participants) and the National Health and Nutrition Examination Survey (NHANES; 3,777 participants), using cost-efficient and no-limit strategies. Across 20 UK Biobank and three NHANES bone mineral density sites, cost-efficient models achieved lower RMSE and higher R2 than the best conventional comparator, with median relative RMSE reductions of 10.9% and 9.9%, respectively. Classification was task dependent: UK Biobank osteoporosis averaged AUROC 0.839 and PR-AUC 0.182, whereas NHANES performance was comparable with conventional models. Higher-burden features did not consistently improve prediction. These retrospective, cohort-internal findings position DXA Agent as an inspectable, measurement-burden-aware research workflow requiring independent prospective validation.