He's being a rare and hard-to-get fella, the way it should be. ;)
Jokes aside, I don't he's in the game, yet. With Gen 3's addition, there are 386 Pokémon total. The Pokédex only goes up to 356, which is Dusclops. Bagon is #371, so he might roll out with the second half of Gen 3, probably.
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The Pokédex only fills up as you catch. So unless you catch a Pokémon who’s number is higher than dusclops it will remain at dusclops. Once you catch bagon all the empty number spots from dusclops to bagon will appear whether they are in the game or not.
