agradecer y subjuntivo
Creo que es necesario usar subjuntivo, como esta frase: Le agradezco que haya venido a verme.
Pero, he visto una frase que usa así: Le agradezco haberme proporcionado esta oportunidad. No sé por qué.

Question

Answer

You can actually use a personal pronoun after a verb in their infinitive form but not in the way you did it.

The following sentences are all correct:
'Le agradezco que me haya proporcionado esta oportunidad'
'Le estoy agradecida por haberme proporcionado esta oportunidad'
'Le agradezco el haberme proporcionado esta oportunidad'

This kind of personal pronoun is called 'átonos' and there's a detailed explanation (although a little bit complex for a Spanish learner) in this web page from the 'DICCIONARIO PANHISPÁNICO DE DUDAS' of the 'REAL ACADEMIA ESPAÑOLA':

http://buscon.rae.es/dpdI/SrvltGUIBusDPD?lema=pronombres%20personales%20%E1tonos

In my opinión, it's a good thing that you ask but once you've got the answer don't worry about complex grammar unless you really need it, just take the sentence above that better suits you and use it.

You only need for the rest that they exist and you can understand the meaning.

Answer

In this case you must use the subjuntive like after expressions of emotion, such as esperar (to hope), sentir (to be sorry), temer (to fear), alegrarse (to be glad), when there is a change of subject.
Your sentence "Le agradezco haberme proporcionado esta oportunidad" isn't grammatically well-built, although you ever find such constructions. 
It's more correct to say: "LE AGRADEZCO QUE ME HAYA PROPORCIONADO ESTA OPORTUNIDAD"