After a quick investigation, I found out that the problem arises from the computation of the BDT scores.
Since TMVA is not thread-safe (see here), using it inside an RDataframe with EnableImplicitMT activated results in unexpected behaviour.
Therefore, it should be avoided until TMVA gains support for parallel execution.
Leaving this for future reference in case someone else experiences the same problem, this topic can be closed.
Cheers,
Andrea