Thanks for sharing this Chris, great to hear you like Agenda so much!
I think this is indeed exactly the idea. Given that people use Agenda in so many different ways, we don’t like so much the idea of automatically creating notes for each day, as it might lead to notes that are simply empty. It does mean an additional step indeed. One advanced solution would be to create a script or use Siri Shortcut automation to create notes using the x-callback URLs, but the simpler (manual) one would be to indeed use the calendar in the related panel to create a new note for the current day, optionally from a template: