Did Rockstar make Agent exclusive based on the money Sony spent in the development of LA Noire? My reasoning is that if LA Noire is going to be muliplatform (guess we find out soon since LA Noire is on the cover for the Game Informer) Rockstar tried to make amends on the money Sony spent (I think it was $20 million) and gave them a new game (Agent).

We have to wait and see. LA Noire may still be an exclusive.

Didn't Sony say they had 3 exclusive games with Rockstar in E3 2006?

My understanding is that Sony were funding LA Noire but they weren't satisfied with the progress. An agreement was reached with R* to let it go multiplat in exchange for another new exclusive game- that game being Agent. So you're basically spot on.

Pretty much this, but it wasn't because L.A Noire went multiplatform. It was so Sony didn't want their money back from Rockstar, who picked up the title when Sony dumped it.