I just configured a vlan id-3 on port A2 of a 560 running 4.0.5 and eth0.3 showed up just fine in an snmpwalk.
What firmware are you running?
I am also experiencing this problem since upgrading our SG580 from version 3.1.6 to 4.0.6. SNMP will just response timeout when trying to connect.
We figured out it was the IDB was reserving port 161 so we unticked this from the IDB settings and then was all OK. We found this out by SSH onto the router and running netstat -lptu