When an agent auto-registers, by default it is set to "Connect to IP" under agent interfaces.
It appears the only way to change this is manually for each host.
It would be useful if there was a way to specify this as one of the Operations that get triggered during an agent Auto registration action.

Alternatively, if there were an option that could be specified in zabbix_agentd.conf to specify this, that would work too.
The problem arises that if you do not explicitly define "ListenIP" in zabbix_agentd.conf, the host registers with a 0.0.0.0 address, and is then told by default on auto registration to connect to IP instead of DNS name. This obviously doesn't work for 0.0.0.0.