From nexus documentation, I can only find osgi related sections in version 2.xx, does osgi support removed in version 3 or it's a builtin feature now?
OBR support is unlikely to come to Nexus Repo 3 any time soon from Sonatype officially, but that shouldn't stop people from doing it themselves.
Here are a few examples of Repo formats implemented in Nexus Repo 3:
https://github.com/sonatype/nexus-repository-r
https://github.com/mpoindexter/nexus-repository-apt
A few more are coming soon, and should provide a good basis for someone who wants to implement OBR.
As for why OBR hasn't been implemented yet, it's mainly due to priorities, we've got a lot of new and old to implement and it's pretty far down the list at the moment.
If anyone has interest in implementing OBR support, feel free to reach out to me and I'll help best I can, that's one of my jobs at Sonatype. You can get in touch with me near real time at: https://gitter.im/sonatype/nexus-developers