Are you using the "application unavailable (unexpected)" incident for the Java/.Net agent incidents? We are using that and it does alert us when our web service agents go offline unexpectedly. Just enabling it in the system profile should work, are you seeing different behavior?
The difference between web server agents and .NET or Java is that
for the web server agents there is the master agent that's handling the
connection to the AppMon server. So you will only get an incident if the
master agent is shut down and not if the web server itself goes down.
You could however configure a URL monitor to query if your application is still alive.
Our concern was about situations that some one will shutdown a site in the regular way and not killing the process, how can we get alerts on this kind of issues.
We have decided to use the url monitor every few minutes to check if the site is up and if not to sent an alert.
Hope this will help you