The agents pay for all the stuff that the clubs won't pay for. Girl threatens to go to the papers with a kiss and tell - agent pays her off. Player wants a big party and "needs" some charlie - agent pays for it. Player needs to pay off gangsters threatening to break his legs - agent pays for it.
And a lot of times the agents will be bunging cash to the players mates / family as well, particularly with younger players where the cash demands are almost always from the families, not the player himself.
Players don't pay for much themselves if they can help it.
More legitimately, the agents are the ones who organise the moves when the player wants out. So we have reports of Mane having agreed terms with Bayern, but they aren't allowed to speak to him unless we consent, so obviously that's been agreed with his agent. We messed up on van Dijk because we spoke to him directly. Speaking to is agent would have been fine.
There are a few who don't have agents (or who don't have that kind of agent) and they're the ones who are capable of keeping their noses clean. The rest of them need someone to clean up their shit.
And fundamentally, if the club's cover the tax on the player's share of the fee, as well as the fee itself (which is what normally happens) then the player doesn't care what the agent is being paid. The bright sparks like de Bruyne who realise they can get a bit more in wages if the club isn't paying the agent as well are few and far between.