Ahh, my bad for accuracy (I mostly work with classification problems), so yes R2 score in that case! Yes, in case of non linearity in your data, linear regression does not make much sense . What I mean by problem with your data is maybe in the normalization or the nature of the problem. Are there other methods that work with the same dataset that you use? Also, did you try your network with only one of the three features?
What bugs me is that your network seems to learn something (as the loss decreases and then is constant for multiple epochs), but it is just not able to minimize the loss more than 40, which means that the network somewhat reached a minimum.