Is it assumed that he died between the events of X3 and this game, or did Capcom feel that he'd have no significant role for the rest of the series and left him out?

Good Question, my choice he was on journey or something like that.

he was killed in the first by sigma

Cain doesn't even get hurt at any point in the series. He's seen talking with Mega Man X in a few cut-scenes from X2 and X3.

The last time you hear of him is when Sigma makes a comment in Zero's flashback from X4. After that, he's M.I.A. without any explanation. It's almost like he never existed.

quote Xanato

Cain doesn't even get hurt at any point in the series. He's seen talking with Mega Man X in a few cut-scenes from X2 and X3.

The last time you hear of him is when Sigma makes a comment in Zero's flashback from X4. After that, he's M.I.A. without any explanation. It's almost like he never existed.

hmm, i think 2 things:

a) he died from his old age (se MM X gameboy version and you should see Cain that its very very old).

b) He was an Hologram or a human being created by ligth in order to make that X went to the surface.