Deis: Failed Initializing SSH client

I am a DEIS newbie trying to set it up on AWS. It seems to go well. But in the end if fails with SSH client errors.

It first failed with SSH_AUTH_SOCK not being set. Then I manually started ssh-agent with: eval ssh-agent $SHELL.

Next, it fails with the following error message:

Your Deis cluster has been successfully deployed to AWS CloudFormation and is started.
Please continue to follow the instructions in the documentation.
Enabling proxy protocol
Error: failed initializing SSH client: ssh: handshake failed: ssh: unable to authenticate, attempted methods [none publickey], no supported methods remain
#
# Enabling proxy protocol failed, please enable proxy protocol
# manually after finishing your deis cluster installation.
#
# deisctl config router set proxyProtocol=1
#

What am I missing? Is there any part of the setup that deals with this ssh client issue that I missed?

I am running the provisioning script from Ubuntu 14.04 LTS as root.