It's not a matter of having room, it's a matter of who fits the story best. And Emma Frost did have a substantial role in the Dark Phoenix storyline which the end to Singer's X2 obviously hinted at for his X-3.
And Gambit was originally in X-3, even got as far as having a guy cast and showing up in the movie trailer, only to have been edited out. I forgot the actor's name, but he was pretty vocal about it on here during the pre-X3 days when the teaser trailer hit. So looked like X3 had no room for him either.