This is a fresh install of 20.04, never done a dist-upgrade…
So I did a apt purge check-mk-agent, and a reinstall of the agent, now it works:
root@rss:/home/admin# ss -tulpn | grep 6556
tcp LISTEN 0 4096 *:6556 *:* users:(("cmk-agent-ctl",pid=21196,fd=9))