Assuming your two separate queries work as inteneded, how about something like this ---

select a.agent, a.company_name, a.total, a.open, a.sent, a.dead,
b.avg_open, b.avg_sent, b.avg_dead
from
(
select AGENT.COMPANY_NAME,count(REQUEST.REQUEST_ID) TOTAL ,
sum(decode(REQUEST.status,'Open',1,0)) OPEN,
sum(decode(REQUEST.status,'Sent',1,0)) SENT,
sum(decode(REQUEST.status,'Dead',1,0)) DEAD
from AGENT, REQUEST
where
AGENT.STATE='ACT'
and REQUEST.REQUEST_TYPE='B'
and REQUEST.CONFIRMATION='Y'
and AGENT.DEALER_ID = REQUEST.DEALER_NUMBER
group by grouping sets(AGENT.COMPANY_NAME, ())
) a,
(
select AGENT.COMPANY_NAME,
avg( decode (REQUEST.status,'Open',ACTIVITY.ACTIVITY_DATE - REQUEST.REQUEST_DATE,0)) AVG_OPEN,
avg( decode (REQUEST.status,'Sent',ACTIVITY.ACTIVITY_DATE - REQUEST.REQUEST_DATE,0)) AVG_SENT,
avg( decode (REQUEST.status,'Dead',ACTIVITY.ACTIVITY_DATE - REQUEST.REQUEST_DATE,0)) AVG_DEAD
from REQUEST, ACTIVITY, AGENT
where
AGENT.STATE='ACT'
and REQUEST.REQUEST_TYPE='B'
and REQUEST.CONFIRMATION='Y '
and REQUEST.dealer_number = AGENT.DEALER_ID
and REQUEST.STATUS = ACTIVITY.STATUS
group by grouping sets(AGENT.COMPANY_NAME, ())
) b
where a.agent = b.agent
and a.company_name = b.company_name;