Losing the game for have zero or less life happens when state-based effects are checked. If you have zero life, you'd lose before you'd be able to play anything to save you, let alone have it resolve.
EDIT: Also, in your situation you would actually be at -5 life. Life totals don't stop counting down at zero. It actually keeps decreasing. If you hadn't lost the game yet for various reasons, gaining three life would only bring you up to -2.
EDIT: Also, in your situation you would actually be at -5 life. Life totals don't stop counting down at zero. It actually keeps decreasing. If you hadn't lost the game yet for various reasons, gaining three life would only bring you up to -2.