I think there is a difference whether you do TDD or write tests after the fact to avoid regression. TDD can only work decently if you already know your specs very well, but not so much when you still need to figure them out, and need to build something actual to be able to figure it out.
Yes; I think this remains true with coding agents. If you need to do some exploration of the solution space, it makes sense to do that before writing tests. Once you have a clear, workable design, you can get the agent to make a battery of tests to make sure the final product works correctly.