When building standalone wheels for macOS and defining the deployment target explicitly, the resulting wheel filenames are e.g.:

PySide2-5.9-cp27-cp27m-macosx_10_6_intel.whl
PySide2-5.9-cp35-cp35m-macosx_10_6_intel.whl
PySide2-5.9-cp36-cp36m-macosx_10_6_intel.whl

In this case, I used Python from python.org (built on macOS 10.6) but I defined the deployment target to be macOS 10.10 (--osx-deployment-target=10.10).

So the filenames inherit the platform used when building Python, not the deployment target platform. I would propose the built wheels should instead be named (or renamed) into saying the following in my particular scenario described here:

PySide2-5.9-cp27-cp27m-macosx_10_10_intel.whl
PySide2-5.9-cp35-cp35m-macosx_10_10_intel.whl
PySide2-5.9-cp36-cp36m-macosx_10_10_intel.whl