User-Agent is not exclusive to http. For example, an email I just sent to myself came with this header
User-Agent: Mutt/1.2.5i

and a recent post of mine to usenet bears the following header
User-Agent: tin/pre-1.4-19990517 ("Psychonaut") (UNIX) (SunOS/5.7 (sun4u))

I'm sure User-Agent can be found many other places as well.