Thanks @simonmichal and @mpatrascoiu for looking at this.
I'm starting to think this is related to hdfs and that's why @simonmichal couldn't reproduce it.

On the other hand, I've noticed another more annoying issue related to this one.
If I try a gfal-copy with the xroot protocol, as before, followed by a copy of the same file, this time using xrdcp and later on I restart the XRootD server, it won't start again.

The following is shown in the server logs:

Init 1 pending create recovered from /var/spool/xrootd/standalone/.ofs/posc.log
hdfsDelete(path=/cms/store/user/ddavila/some-bytes-997, recursive=0): FileSystem#delete error:
RemoteException: Permission denied: user=nobody, access=WRITE, inode="/cms/store/user/ddavila":ddavila:ddavila:drwxr-xr-x

<a lot of hadoop garbage>

210105 17:21:07 6580 hdfs_unlink: Unable to unlink /cms/store/user/ddavila/some-bytes-997; Permission denied
210105 17:21:07 6580 ofs_Config: Unable to unpersist /store/user/ddavila/some-bytes-997; permission denied
------ File system server initialization failed.
210105 17:21:07 6580 XrootdConfig: Unable to load base file system using default
------ xrootd protocol initialization failed.
210105 17:21:07 6580 XrdProtocol: Protocol xroot could not be loaded
------ xrootd [log in to unmask]:1094 initialization failed.

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