In the original Matrix movie, why did the agents have to physically chase Neo through the Matrix when he was still hardwired into the system? If even the rebels' trace program could locate Neo's cell within minutes, why couldn't the agents? Couldn't they have installed the "bug" program into Neo remotely?
The trace program the rebels used could only track the cell they gave him, or the Red Pill they gave him. Without those, they were just as lost as the agents. Presumably the messages Morpheus sent to the computer in his apartment were targeted by finding him via his online identity and tracking the girl with the white rabbit tattoo, who they knew.
As for exactly why the agents couldn't track him, they are just utility programs running within the Matrix, without any more knowledge than any other programs (and even less than special programs like the Oracle and the characters introduced in the sequels). They can communicate with each other via their earpieces and other communications devices built into the dream world, but they don't get special treatment, presumably because that would have taken alot more effort. Similarly when they do things that are outside the normal physics of the simulation, like change the structure of a building, it creates anomalies, because it's not meant to be done. Presumably they weren't originally created to have those powers but it was either added as an afterthought or they discovered it for themselves.