Steve, you're worrying unnecessarily about the agency. I've used them hundreds of times and if I know I don't want work from them (eg if I'm working) I just ring them up and tell them I'm otherwise occupied, and ask for my details to remain dormant, and in the event that I do want work, they re-activate the details or I re-register. What they don't want is to be ringing you up and you keep saying no, as then they think you're not really interested and won't send you anything.
It's great that you got the interview, and now you've got the same chance as anyone else they've chosen, and I sincerely hope you get it. On the other hand, if you don't get it, it's not because they don't like you - don't forget if they're interviewing, say, 6 for one post, they have to say no to 5 people, yet all 5 think there's something wrong with them, forgetting that there are 4 other people feeling the same!
I'm no psychologist and would never purport to be so, but it sounds like you're suffering from some sort of social phobia/anxiety and I hope your counsellor is homing in on this. Good luck with it all!