Your web marketing agency can do a lot of things. However, what they cannot do is convert your leads. Once you get a lead, the conversion process is entirely your responsibility. You need to remember this when discussing strategies and take full ownership of your lead conversion process.
You can certainly ask your marketing agency for help in this process. They will be able to offer you advice on how to retain customers if your traffic is good. For example, they may recommend that you improve the quality of your website, so that people are more likely to get in touch when they see it. They can also recommend amendments like adding in more calls to action, to help improve your customer journey.
Make sure you have a comprehensive process for lead conversion. Look for ways to optimise the process so that your potential customers know they are in good hands.