At fresh system install (hardened), while in chroot, stage3 doesn't contain Python2, so You can not emerge selinux, as there is no python.h - "no such file or directory". You have to change profile to non-selinux to finish instalation, as apps such as vixie-cron have selinux as dependency.
All non-deprecated SELinux packages with Python code (app-admin/setools, dev-python/sepolgen, sys-apps/policycoreutils, sys-libs/libselinux and sys-libs/libsemanage) support Python 3. Please provide full build log of a package, which failed to build.