Why should he walk (if he knew he hit it, which judging by hit reaction, if he does he should go into acting)? No one does it these days. This spirt of the game stuff is rubbish. It's the umpire's job to give someone out. They didn't. Umpire's fault.
Did Agar walk when he saw he was out of the crease? Clarke didn't walk on an even more obvious catch in 2010.