Agile is woven around concept of user stories, and changing requirements. Since stories are not detailed properly and requirements keep changing, testers do not get enough time to prepare thorough test cases.
Continuous Integration- With continuous integration , it can be easy to miss critical tests for any requirement or masking a defect.
Most misunderstood and ignored aspect of Agile Testing is Exploratory Testing. It is not about clicking around the application without proper context.
Exploratory testing should be done every sprint on set of features on a proper environment. Testers should use all their skills to think out of the box and try to fearlessly test the system within the context of the features, however not limited to that feature.
Mitigating above challenges is first step towards being agile..