If you're familiar with IP networks then ZigBee is similar to UDP. It does not guarantee ordered delivery like TCP does. There are retries for TX at both the 802.15.4 and ZigBee layers but those retries can fail and the stack will move onto the next TX request. Any given TX can fail to be received OR it could be received but not successfully acknowledged back to the sender.
If that is a problem for your application then implement a higher level protocol on top of ZigBee to provide reliable/ordered datastream.
This is not an issue with the XBee3 specifically, any ZigBee based device/network will run into the same issues.