Query post with meta_query where date is not in future

You might try adding a second meta_query that would look for anything without the meta key:

$args = array(
    'post_type' => 'agenda',
    'paged' => $paged,
    'meta_query' => array(
        'relation' => 'OR',
        array(
            'key'     => 'datum_event',
            'value'   => date('Ymd'),
            'compare' => '<='
        ),
        array(
            'key' => 'datum_event',
            'meta_compare' => 'NOT_EXISTS',
            'value' => 'placeholder'
        ),
    ),
);

Note that the value of placeholder is required to the make the not exists work – see https://codex.wordpress.org/Class_Reference/WP_Query#Custom_Field_Parameters

This is untested code but hopefully it helps!