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The capital of the Mughal Empire was Agra

While Agra was the capital at times it wasn't always so.

Akbar famously moved his capital to Fatehpur Sikri, Shahjahan had his capital at Shahjahanabad.

Aurangzeb in the beginning retained the Shahjahanabad as his capital but the imperial encampment which moved from time to time became his capital.

The camp occupied many places such as modern day Poona, Bijapur and Islampuri. For five years straight Aurangzeb lived in tents.

Hence it wouldn't make sense to call them the Agra sultanate given the fact that Agra wasn't the capital at all times.

Source:

John F Richards - The New Cambridge History of India, Vol. 1. 5: The Mughal Empire.