3:06 PM PT -- Kelly's attorney, Steven Greenberg, tells TMZ ... "They never came to get him, wtf was he supposed to do, telepathically transport himself?"
R. Kelly has another big legal problem -- a Minnesota judge just issued a bench warrant for his arrest because he was a no-show Thursday for a hearing, but this time it's not the singer's fault ... it's because he had no choice.
Kelly's hearing was set for 1:30 PM at the Hennepin County Court Thursday. He's facing 2 charges -- engaging in prostitution with someone under 18, and hiring/offering/agreeing to hire someone for sexual contact.
The problem -- Kelly's incarcerated at the MCC Chicago prison on federal sex crimes.
The Minnesota D.A.'s Office tells TMZ ... prosecutors there are aware the federal authorities in the Northern District of Illinois are unwilling to give them access to Kelly until his federal case is resolved.