Is there a board-to-wire header that accepts a female JST SM 3-pin connectors?
While looking at various JST connectors, I discovered that the JST NH series wire-to-board connector uses the same female contacts as the SM series, and is the same 2.5mm pitch. So while the NH header will not provide locking or orientation keying with the SM connector, it should fit well.
With that said, I've also had no trouble plugging SM connectors onto plain old 2.54mm headers.
FWIW, I, too, wish JST had a series of connectors that included wire-to-board, wire-to-wire, and perhaps even board-to-board as well.