I agree! 3 episodes simply is not enough. The one thing I really enjoy is that since they are longer episodes, they're really involved and well done. It's 90 minutes dedicated to one case and I think they manage to cover a lot of ground. But still, who would argue with 9 or even just 6 90 minute episodes?
I try to look at it as because the seasons are so short, they execute what little episodes there are flawlessly... They sacrifice quantity for quality.