It's not really a "Veeam limitation", but VSS design. Offhost backup requires shared storage and hardware VSS provider implementing "transportable" VSS shadow copies. If there is no shared storage, or no such hardware VSS provider, then it is simply impossible to mount VSS snapshot made on one server to another server (offhost proxy in this case).
As far as agentless, reading back through Alexander's reply above, by agentless we mean agents inside the protected VMs (which is what all typical "legacy" backup software requires). As far as host components, of course these are present. For example, VMware CBT (changed block tracking) code also runs on the host itself.