With the rapid increase of the world's urban population, the infrastructure of the constantly expanding metropolitan areas is undergoing an immense pressure. To meet the growing demands of sustainable urban environments and improve the quality of life for citizens, municipalities will increasingly rely on novel transport solutions. In particular, Unmanned Aerial Vehicles (UAVs) are expected to have a crucial role in the future smart cities thanks to their interesting features such as autonomy, flexibility, mobility, adaptive altitude, and small dimensions. However, densely populated megalopolises of the future are administrated by several municipals, governmental and civil society actors, where vivid economic activities involving a multitude of individual stakeholders take place. In such megalopolises, the use of agents for UAVs is gaining more interest especially in complex application scenarios where coordination and cooperation are necessary. This paper sketches a visionary view of the UAVs' role in the transport domain of future smart cities. Additionally, four challenging research directions are highlighted including problems related to autonomy, explainability, security and validation & verification of the UAVs behavior.