`pip install` does not download the whole repository

Question

I have a repository stored on Gitlab containing a python package. The repo structure is more or less something like:

-- my_pkg
 |-- my_pkg.egg-info
 | |-- PKG-INFO
 | |-- SOURCES.txt
 | |-- dependency_links.txt
 | |-- requires.txt
 | |-- top_level.txt
 |-- my_pkg
 | |-- __init__.py
 | |-- _sub_pkg
 | | |-- _something.py
 | | |-- _something.py
 | | |-- ...
 | |-- ...

Here is the content of setup.py:

import setuptools

setuptools.setup(name='my_pkg',
                 version='0.1.0',
                 description='a package',
                 url='',
                 author='me',
                 author_email='me@company.com',
                 license='MIT',
                 packages=['my_pkg'],
                 install_requires=[
                     'more_itertools',
                     'tqdm',
                     ],
                 classifiers=[
                     "Programming Language :: Python :: 3",
                     "License :: OSI Approved :: MIT License",
                     "Operating System :: OS Independent",
                     ],
                 python_requires='>=3.6',
                 _safe=False)

However, when I try to install this using pip doing

pip install git+https://gitlab.company.com/something/my_pkg.git

only the top level folder and the __init__.py files are downloaded. If I go the the path where the package is supposed to be installed, I can't find any sub-directory (e.g. the _sub_pkg one). This cause clearly the package to fail right after the import as it can't find the files that are imported inside __init__.py.

I'm really in the dark here and I can't understand what I did wrong. What should I do to fix this?

I'm running this from an Anaconda Powershell Prompt in Windows 10.

EDIT: Added the content of setup.py