If you right-click the agent pool and select Update All Agents, it will upgrade the agents to the local TFS server version. For example, if you initially installed some RC and later upgraded the server to RTM, some agents might have a lower version. Otherwise, as you mentioned, nothing will happen, because all agents are updated.
VSO has a different release model, and updates / patches for its agents are constantly being delivered. This is why the version is constantly growing.
It would be technically possible to get the source code of the latest VSO-agent tasks and send it to the local version of TFS 2015. However, it is considered an anti-pattern and the behavior is undocumented and unsupported.
Let me quote the assembly of vNext developers from this discussion (see the bottom of the topic):
This is not supported. It is very likely that the agent we in VSO will not work with the pre-server. You must use the version of the agent that comes with your server.
and
Undefined / untested behavior. It may work, maybe not. Design for agents to get pulled forward through the automatic update process downloaded from your service. The automatic update process can configs / layout on disk, whatever. This future agent may call REST apis, which are not, etc. The focus is on agents ahead, so that they can lazily update (using the minimum task agent demand, when restarting, or ultimately scheduled task).
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