Recent versions of sudo in sarge restrict the environment variables that can be used. This is an important security feature that stops people gaining unauthorized priviledges (programs may interpret these environment variables and launch other processes). For most purposes this is too restrictive because its stops DISPLAY and SSH agent variables. Add this line to remove the protection.
Defaults env_reset, env_keep += DISPLAY, env_keep += SSH_AGENT_PID, env_keep += SSH_AUTH_SOCK