I think this happen because dm-verity security by xiaomi in redmi 3 device
You can avoid this by booting twrp after flashing it..
1. fastboot flash recovery twrp.img
2. fastboot boot twrp.img (this will flashing permanent of twrp)
And i suggest it to used cofface twrp that's good handling dm-verity issue, you can download it from here
Also you can disable dm-verity by adb command with root permission, but this situation if your redmi 3 currently using dev rom and enabling root permission before flashing twrp.