Surely one of the few benefits of being with an agency is to cut out all that crap with tw's etc. They have got to do something to justify taking their cut from your earnings! If the agency are costing you money and not making you money (as well as putting your safety at risk by blatantly not having decent screening/confirmation procedures) then you should really think about working for yourself. Especially if you are paying for your own pics.
I say f*ck em, don't let them have any of your pics or have any right to them and use them to go inependent. 
Many girls go with agencies because they don't have incall availability of their own or just want to do outcalls and save on the stress of taking calls etc. IMO it is a false sense of security, but each to their own.
Agencies, to the best of my knowledge, carry out NO SAFETY PROCEDURE SCREENING. AFAIK they just give girls the details of the client and location. Ive read some horror stories on here re what has happened to them. The girls are not usually (AFAIK) not even given a contact number, not even a mobile number, so if they get lost they are well and truly up the Clyde without a paddle.
As most of us here are independent and don't have to put up with the hassles of an agency, we don't hear all the horror stories, or the downsides of agency work, but it do exist, whether we like it or not.
What do they get their money for ? Apart from handing over a name and address (hotel or home) I have absolutely no idea.