You're absolutely right - never stop checking the rates as they can change at any time. This is especially true if you see or hear of any specials or sales that are going on.
But your agent should have caught the lower rate because if they're any good, they will always check the going rate before they actually make the final payment just to make sure the price has not changed.
But even after final payment has been made, keep checking the rate. If the price goes down, notify your agent immediately. While most cruise lines now have policies whereby they won't honor the reduced rate with a price reduction on current bookings, occasionally they'll offer onboard credit or an upgrade. Of course sometimes this may also depend on the agent and their standing with the cruise line.