1. e4 d5 2. exd5 e6 3. dxe6 Bxe6 - Is this an opening?

I used to play this as a beginner, and GM Jon Ludvig Hammer has tried it.
Obviously unsound, but it is worth a try.
Maybe it's not played because blacks who might be attracted to this will choose 1.e4 d5 2.exd5 Nf6 (first), and see what white does before committing to ...e7-e6. I agree with @Steven-Odonoghue's assessment.

Maybe it's not played because blacks who might be attracted to this will choose 1.e4 d5 2.exd5 Nf6 (first),
Exactly. The Icelandic gambit 1.e4 d5 2.exd5 Nf6 3.c4 e6 is a completely sound (and very dangerous) way for black to play. I use it all the time.

Maybe it's not played because blacks who might be attracted to this will choose 1.e4 d5 2.exd5 Nf6 (first),
Exactly. The Icelandic gambit 1.e4 d5 2.exd5 Nf6 3.c4 e6 is a completely sound (and very dangerous) way for black to play. I use it all the time.
Its not as strong as the Icelandic gambit though. In this variation white would never go for c4, which is a kind of stupid looking move, when white has to play it in the Nf6 move order.