The experiment doesn't mention humans, nor talks about anything being "caused" by skin color -- agents don't have skins, for that matter, they have steel armors

The experiment doesn't mention humans, nor talks about anything being "caused" by skin color -- agents don't have skins, for that matter, they have steel armors. Talking about humans here is counterproductive, because people tend to get quite emotional and irrational when talking about these topics, so it is good to focus on abstract examples. You might ask what is the reason the blue agents have higher default rate, and this might provoke an interesting discussion, but it does concern the creditor only as far as the interest rate they need to charge to make money is concerned. The creditor does not care if there is some "fair" or "unfair" reason why blue agents default more often, they just want to make money by focusing on what they know best, which is giving loans and collecting interest.