Thank for the report, mosrthewise!
1) Was that a 5 or 6 player game? In that case, ending on 4 piles is what the rules say.
2) Since you mentioned Ambassador, could 3 piles have been empty during a turn (say Mountebank/Seag Hag emptying the Curse pile), but then a pile becoming non-empty later that turn due to Ambassador (probably again the Curse pile)? 3-piles are only "counted" when they occur when the turn is over, not during a turn.
If it was a 2 player rated game, chance are good that we can find the game if you tell me your in-game name (PM me if you don't want it public).