P-MOS Gate-Source Threshold Voltage drop (Along with inrush current limiter)
So, isn't the case similar to the MOSFET? Should the Voltage between
  the MOSFET gate and source be the maximum threshold Vgs voltage


No, the MOSFET gate-source region is very high impedance and the voltage will freely rise to any voltage you choose to place across it (until the insulation breaks). The threshold voltage is that gate-source voltage that (usually) produces a current of 1 uA (dependent on data sheet) into the drain terminal.


  But during the rise time of the power supply, how does a small value
  of resistor can help to reduce the high inrush current?


If drain current starts to become a significant quantity (say 1 amp for example), there will be 3.3 volts dropped across a 3.3 ohm resistor and that (in very simple terms) has the effect of lowering the gate-source voltage and shutting off the MOSFET. In more complicated terms, it means that the MOSFET acts as a current limiter and does the job of inrush limiting.