Create Python C extension using MacOS 10.15 (Catalina) that is backwards compatible (MacOS10.9+)

I found the solution to my problem and I will post the answer here in case someone else has the same problem.

In order to fix the problem I had to also set export MACOSX_DEPLOYMENT_TARGET=10.9 before I install python using pyenv. Now pip wheel creates my wheel with the tag macosx_10_9_x86_64.

Thank you.

PS: When installing python via pyenv, python is compiled from source, and somehow it takes into account the flag MACOSX_DEPLOYMENT_TARGET.