zabbix now has psk/certificate encryption. it is somewhat tedious to set up in most cases, though.

it would be nice to have a one-click setup for the encryption of agent/proxy.
it might rely on remote command execution in the agent (and something else in the proxy), and would set up the same psk for that agent/proxy in the server and on the target box.

it could be argued that the initial setup would not be safe (performed over an unencrypted and mostly unauthenticated connection), but it could be considered a reasonable tradeoff.

it does go in the system management category a bit, though - a more proper way would be to use config mgmt tool for this task, but an easier built-in way would increase the adoption of the encryption.