Why is King Kai still dead? Near the end of the Cell Saga, Cell inflates its body in preparation to destroy the earth, but Goku thwarted its plans by teleporting it to King Kai's planet. As a result, King Kai and Goku were both killed by Cell's explosion. After Cell was finally defeated, however, they used the Dragon Balls to revive everyone killed by Cell. Goku wouldn't be revived since he was already brought back once, but shouldn't King Kai, Gregory, and Bubbles have been revived? Cell was the direct cause of their deaths.
The exact wish (at least in the english dub) was 


  Please revive all those on Earth who were killed by Cell.


That doesn't include the others who died on King Kai's planet.