Hi vmindonesia,
vCenter needs the SQL Server Agent running on an external SQL server because it uses it to run SQL jobs. The SQL jobs perform rollups of performance data to ensure your database doesn't grow too large.
vCenter doesn't record performance data when using SQL Express, so there is no requirement for the SQL Agent.
You might want to check the service account configured for the SQL Agent service, and make sure that it has appropriate permissions to your SQL server.