The pronunciation of words that begin with ag- is stranger than I had imagined. According to Merriam-Webster's (which provides what it considers the main U.S. pronunciation for each one), very few such words are pronounced with the g attached to the same syllable as the a. To my surprise, Merriam-Webster's says that the a is pronounced as a stand-alone syllable—separate from the following g—not just in most words where the primary vocal stress is on the second or later syllable (like agree, aglow, and agave), but also in most words where the primary stress is on the first syllable (like agate, agony, aggravate, and agriculture).
In fact, the only ag- words (where the g has a hard "g" sound instead of a soft "j" sound) that Merriam-Webster's reports as being pronounced with a first syllable of "ag" instead of "a" are the agn- words—all of them, from agnate to Agnus Dei.
The dictionary's analysis seems counterintuitive—I spent the first two decades of my life around people who, I could swear, were pronouncing Aggie as though it consisted of the syllables "Ag" and "ee." But perhaps the dictionary's analysis is correct and relies on a more sophisticated ear than the one I use.
As for the question of why English speakers pronounce agnostic with a hard voiced g instead of as befits a word that prefixes gnostic (a word that has a silent g in English and good Greek roots) with the modern counterpart of an alpha privative, I ask in return why the citizens of Lafayette, Louisiana, stress the first syllable of their city's name and pronounce that first syllable as though it were the laff in "laff riot."