[CMake] Avoid unneeded artifacts in the library installation directory

[guitargeek]

Avoid unneeded artifacts in the library installation directory, in particular empty directories if the Python interfaces are installed in a directory other than the library installation directory.

Motivated by:

• https://github.com/root-project/root/issues/11431

More detail in the commit description.

[github-actions[bot]]

Test Results

    21 files      21 suites   3d 9h 6m 38s ⏱️  3 217 tests  3 215 ✅ 0 💤 2 ❌ 65 840 runs  65 838 ✅ 0 💤 2 ❌

For more details on these failures, see this check.

Results for commit c9ddf727.

:recycle: This comment has been updated with latest results.