3) Bb5? Nd6 can give white troubles, I think there is a known trap if white blunders and if not, it is even (meaning white gave up his tempo) after NxN exN... Black can try to keep that pawn for a little while, which can frustrate white's development and plans.
As white, defend the pawn with d6 or Nc3 is what I would do. White can castle, black takes pawn, there is no trap here that I know of. It can be a sort of gambit I guess, give up the pawn and black has a serious lack of development to show for the pawn.
I have to wonder if the games where it is not taken are due to slightly different boards than this. Nc3 for example defends the pawn quietly, or if white had played his d pawn, the knight is pinned and white may be able to line up something tricky in other positions.
Totally unrelated, but I prefer Bc4, which gets an early line on blacks (soon to be) castled king. Attacking the knight does not usually accomplish much, trading is unattractive and the pin has few teeth against better players.
So I was enjoy using the e4 opening quite often, as I like to push up my pawns to defend the center of the board, although I was wondering, what is the next best moves for white and why in the following situation?
As you saw, the pawn is left hanging, although often in games, players leave it undefended, is there some move to prevent it being taken, as the knight on blacks kingside can take it? I've often seen the white king castling, and defend the pawn with rook, although I don't understand why black doesn't take the pawn... Any help is much appreciated.