Hi, This is perfectly normal. Do not worry. Horses lose their front baby teeth (incisors) at 2 1/2, 3 1/2, and 4 1/2 years of age. So if your horse is 3, he is either a little early or a little late losing his. Which doesn't matter one way or the other, that's just the way he is. He will lose the 2 middle front teeth first at 2 1/2, the next teeth over from those at 3 1/2, and the corners at 4 1/2, both top and bottom.
Keep in mind that he will also lose his pre molars (the big teeth in the back.) So if you see a rather large flat looking tooth (cap) in his feed bucket one of these days, don't worry. That is normal too. He will lose his premolars at 21/2, 3 and 3 1/2. There will be 4 teeth that he loses each time. One on each side, top and bottom.
In my opinion if your vet doesn't even know what baby teeth are, I think I would find another vet.