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To add to this - there also seems to be an issue that some of the installed libraries are not found (if the xrootd libraries are not already installed in the system). I can reproduce this with the python:3.8-buster docker image:

$ docker run --rm -it python:3.8-buster bash
$ apt-get update && apt-get install cmake
$ # in this version there also seems to be an issue with the new dependency resolver ...
$ python3 -m pip --use-deprecated legacy-resolver install xrootd
$ python

>>> import pyxrootd.client
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ImportError: libXrdXml.so.3: cannot open shared object file: No such file or directory

$ ldd /usr/local/lib/python3.8/site-packages/pyxrootd/client.cpython-38-x86_64-linux-gnu.so
        linux-vdso.so.1 (0x00007fff85b5b000)
        libXrdCl.so.3 => /usr/local/lib/python3.8/site-packages/pyxrootd/lib/libXrdCl.so.3 (0x00007fa4112da000)
        libXrdUtils.so.3 => /usr/local/lib/python3.8/site-packages/pyxrootd/lib/libXrdUtils.so.3 (0x00007fa41121e000)
        libdl.so.2 => /lib/x86_64-linux-gnu/libdl.so.2 (0x00007fa411210000)
        libstdc++.so.6 => /usr/lib/x86_64-linux-gnu/libstdc++.so.6 (0x00007fa41108c000)
        libm.so.6 => /lib/x86_64-linux-gnu/libm.so.6 (0x00007fa410f09000)
        libgcc_s.so.1 => /lib/x86_64-linux-gnu/libgcc_s.so.1 (0x00007fa410eef000)
        libpthread.so.0 => /lib/x86_64-linux-gnu/libpthread.so.0 (0x00007fa410ecc000)
        libc.so.6 => /lib/x86_64-linux-gnu/libc.so.6 (0x00007fa410d0b000)
        libXrdXml.so.3 => not found
        libuuid.so.1 => /lib/x86_64-linux-gnu/libuuid.so.1 (0x00007fa410d02000)
        libz.so.1 => /lib/x86_64-linux-gnu/libz.so.1 (0x00007fa410ae4000)
        librt.so.1 => /lib/x86_64-linux-gnu/librt.so.1 (0x00007fa410ada000)
        libssl.so.1.1 => /usr/lib/x86_64-linux-gnu/libssl.so.1.1 (0x00007fa410a46000)
        libcrypto.so.1.1 => /usr/lib/x86_64-linux-gnu/libcrypto.so.1.1 (0x00007fa41075d000)
        /lib64/ld-linux-x86-64.so.2 (0x00007fa411465000)

The problem may be that libXrdXml.so.3 is not directly linked, but needed for libXrdCl.so.3

$ objdump -p /usr/local/lib/python3.8/site-packages/pyxrootd/client.cpython-38-x86_64-linux-gnu.so  | grep RUNPATH
  RUNPATH              $ORIGIN/lib
$ objdump -p /usr/local/lib/python3.8/site-packages/pyxrootd/client.cpython-38-x86_64-linux-gnu.so | grep NEEDED
  NEEDED               libXrdCl.so.3
  NEEDED               libXrdUtils.so.3
  NEEDED               libdl.so.2
  NEEDED               libstdc++.so.6
  NEEDED               libm.so.6
  NEEDED               libgcc_s.so.1
  NEEDED               libpthread.so.0
  NEEDED               libc.so.6
$ objdump -p /usr/local/lib/python3.8/site-packages/pyxrootd/lib/libXrdCl.so.3 | grep NEEDED
  NEEDED               libXrdXml.so.3
  NEEDED               libXrdUtils.so.3
  NEEDED               libpthread.so.0
  NEEDED               libuuid.so.1
  NEEDED               libz.so.1
  NEEDED               librt.so.1
  NEEDED               libdl.so.2
  NEEDED               libssl.so.1.1
  NEEDED               libcrypto.so.1.1
  NEEDED               libstdc++.so.6
  NEEDED               libm.so.6
  NEEDED               libgcc_s.so.1
  NEEDED               libc.so.6
  NEEDED               ld-linux-x86-64.so.2

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