Hello I think the May security update for Nokia 3 hasn't been released yet. It is just available for Nokia 5 and Nokia 6 as of now. Don't worry I haven't also received the May security update for Nokia 3. I think it will be available in a matter of days.
Really then its coming slowly for us too. :)
Argy.. does the latest update brings back the missing Night light feature?
I am still awaiting the April Security, let alone the May on on my Sim free Nokia in the UK, still showing in the settings as on March Security update. Also still on 7.1.1 Android with No Oreo update available yet.