Yay, another about:blank load timing problem.. It's really hard to get this right: http://hsivonen.iki.fi/about-blank/
Anyway, when Opera does a simple thing like this differently from everybody else it's by definition a bug in Opera. I have reported "CORE-45144 - window.frames collection not immediately updated when FRAME is appended to FRAMESET through DOM (appendChild and friends)" so it should be fixed in due course. There is an on-going maintenance project that might solve this issue among others, results won't make it for Opera 12 but quite likely the next majorish update.
If you need a workaround, just use setTimeout() with some small timeout value to delay the code that writes to the new frame slightly.
Thanks for bringing this to my attention :-)