Yagura was the host of the Three-Tails when Madara was controlling him. At some point after these events, the beast was removed from Yagura's body, and his life came to an end as a result.
Also, the Three-Tails was captured much before Naruto began learning Sage Techniques. Below is the chapter where Deidara and Madara (using the persona of Tobi) subdued the Three-Tailed Beast and brought it back to be sealed.
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And here is where Fukasaku proposes to teach Sage Arts to Naruto, which is still several chapters before he actually physically begins learning them.
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Quite a large difference, don't you think?