Thanks for this tip. Yes, I tried with rootcling and it does work with only header files. But I also found that rootcling also generates a source file for the dictionary, which could be the reason why header-only target can’t work at all.
Therefore I found the solution with this info. Instead of declaring the target with INTERFACE:
add_library(myData INTERFACE)
target_include_directories(myData PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
target_link_libraries(myData PRIVATE ROOT::RIO)
declare the target with either SHARED or STATIC:
add_library(myData SHARED)
target_include_directories(myData PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
target_link_libraries(myData PRIVATE ROOT::RIO)
Then it works as expected.