Troubleshooting steps:
Login to the system as a SharePoint farm administrator and try installing the agent. The user will now be able to view all the metrics of SharePoint.
If the problem persists:
The Windows server monitoring agent's process runs as "SYSTEM". Thus, the user is advised to provide "NTAUTHORITY/SYSTEM" the required privileges to access the SharePoint farm. Now, the user will be able to view all the metrics of SharePoint displayed in the dashboard.