It just doesn't. If you want 3 buffers for directX games you can use D3DOverrider to enable it. I don't believe it technically is the same process but I think it should accomplish what your trying to do (using 3 buffers instead of two).
DirectX games use Render Ahead which I think uses three buffers by default (not sure though). It works different from triple buffering because triple buffering allows you to drop frames. The following article might explain it better than me.
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