Why is there no U3 snRNP in the spliceosome complex of transcription initiation?
U3 RNA with its proteins forming a complex is localized at nucleolar. The box C'/D motif in U3 snRNA is responsible for this localization. Therefore U3 snRNA does not have a chance to go to mRNA transcription active sites. Instead, U3 snRNP play important roles in ribosomal-RNA processing.
Because of necleolar localization, U3 snRNA is called U3 snoRNA alternatively.

https://en.wikipedia.org/wiki/Small_nucleolar_RNA_U3