I have the same experience that was reported elsewhere:
For me, the find_package(PythonInterp) call was always finding the older interpreter (2.7) even though everything pointed to the newer one (3.6). (from https://reviews.llvm.org/D64881)
This behavior is unfortunate on Ubuntu 20.04 Focal, where both python2 and python3 are available, but pip for python2 is not packaged. Therefore it makes sense to build proton with python3; which would make sense anyways, since Python 2.7 is deprecated by the Python Software Foundation nowadays..
Besides removing python2 as discussed on the linked page, there is currently nicer way to force python3 that worked for me, by setting -DPYTHON_EXECUTABLE=/usr/bin/python3 CMake variable.
Related dispatch issue,