Sorry not giving you more details at first time. Actually I'm using
gpg-preset-passphrase.
Executing the steps you mentioned works for me as well. The problem seems to be
when gpg-preset-passphrase is used.

$ gpg-connect-agent 'getinfo version' /bye

D 2.1.5

OK

$ echo "asd"|/usr/lib/gnupg/gpg-preset-passphrase --preset XXXXXXXXXX

$ gpg-connect-agent 'GET_PASSPHRASE --no-ask XXXXXXXXXX a a a' /bye
ERR 67108922 No data <GPG Agent>

-------

$ gpg-connect-agent 'getinfo version' /bye

D 2.1.4

OK

$ echo "asd"|/usr/lib/gnupg/gpg-preset-passphrase --preset XXXXXXXXXX

$ gpg-connect-agent 'GET_PASSPHRASE --no-ask XXXXXXXXXX a a a' /bye
OK 617364

Distro: Archlinux 64bit