Mmm, strange!
I did this as test code and it works fine:
$options = "test1,test2,test3";
$arrayOption = explode(",", $options);
include $arrayOption[0] . ".php";
include $arrayOption[1] . ".php";
include $arrayOption[2] . ".php";
The pages test1.php, test2.php, test3.php just echo a string, which appears successfully.
Do the PHP pages that are referenced in the "include" statements exist? Are there any errors within the PHP pages that are "included"?
Test the size of the array, to make sure that the array is being populated:
for ($i=0; $i < sizeof($array); $i++) {
echo $array[$i];
}