I think "Not wanting to use SSH agent forwarding" is the answer. I don't want every single machine I use to be able to authenticate as me to anyone else. If I actually want to be able to connect to a third machine, I'll have an SSH key on the second machine. For instance, my phone has an SSH key to SSH/mosh to my VPS, and my VPS has a different SSH key that can authenticate to GitHub. If I suspect my VPS got compromised, I can kill its key on GitHub without having to worry about whether my single, master, local key got compromised. Given that ssh-keygen is so easy and basically every server I want to talk to supports multiple authorized_keys, I haven't seen much use for agent forwarding.

Also, mosh was developed at MIT, where there's a good Kerberos setup for most SSH-able machines. So if you really want forwarding, you can forward your Kerberos ticket with the initial SSH connection. The mosh-server command on Athena is actually a wrapper script that copies your Kerberos ticket (so it's not destroyed when the SSH session exits) and sets up a Kerberos + AFS session for the actual mosh-server to run inside:

http://web.mit.edu/mosh_project/arch/amd64_deb60/bin/mosh-se...

There's little use for key-based authentication on Athena, let alone agent forwarding, because if you don't forward Kerberos tickets, you don't have access to your network home directory.