Although the local agentd outputs the test:

/usr/local/sbin/zabbix_agentd --test net.if.in[eth0,bytes]
net.if.in[eth0,bytes] [u|3110407]
/usr/local/sbin/zabbix_agentd --test net.if.out[eth0,bytes]
net.if.out[eth0,bytes] [u|2139782]

it responds with [ZBX_NOTSUPPORTED] when triggered from server. This happens with eth0 and lo.
And Yes, I am calling the correct host. Here is debug-output from the triggered agentd (debuglevel=4):

18924:20120327:180135.503 Requested [net.if.in[eth0,bytes]]
18924:20120327:180135.503 Sending back [ZBX_NOTSUPPORTED]

18925:20120327:175725.109 Requested [net.if.out[eth0,bytes]]
18925:20120327:175725.109 Sending back [ZBX_NOTSUPPORTED]