After a hint from Michael_Woods I set up a JMXMAG job type to retrieve an agent version. I see that the result ended up in the spool directory. The manual simply says output is "stored on the computer where the agent resides".
When I view the results, it's mostly binary, but does show, in my case "717, Service Pack 4, Maintenance Level 0" among the bits.
I also found this idea on the topic (but no votes until now) - JMX Job Type DestinationFile support
How can the value be properly displayed (manual says the autosyslog command won't work)?
What do the results represent? I'm assuming a Java data format, but that's just a guess.
$ od -c 196497.32987528_1.14267083075510
0000000 254 355 \0 005 t \0 ( 7 1 7 , S e r v
0000020 i c e P a c k 4 , M a i n
0000040 t e n a n c e L e v e l 0