I attach a small shellscript that demonstrates the problem. It must be run in an
environment where no agent is running. This has been tested under Ubuntu Linux.
If prompted for a passphrase, use "abc". Please read the script before running it.

gpg-agent does not known about OpenPGP. Thus the concept of primary and and
secondary (sub) keys is also unknown to it. The second reason why this can't be
done is because each key part may have a different passphrase. GPG tries to
make them all the same but it is possible for a user to change that or import
subkey with different passphrases.

Now, what could be done is to tell gpg-agent to try the passphrase of a
different key before asking the user. This requires a hint mechanism so that
gpg can tell gpg-agent about related keys. We have something similar in the key
creation code. If you would like this, please change the priority to "feature
request". It is possible that such a feature request has already been entered.

[role changed to User]

I was not aware that the subkey can have a different passphrase. That
does indeed complicate things.

I like your idea to tell gpg-agent about related keys. I think that would
solve the problem. (I did look at the existing feature requests but did
not find a duplicate.)

What I implemented now is a simple one item cache for the last used passphrase.
This works in all standard cases. Trying more keys is not possible because
unprotecting a key introduces a delay to help against dictionary attacks.