The links generated for PyPI package versions in ProGet do not contain the data-requires-python attribute. (The feed is connected to pypi.org)
The problem is also described here: https://github.com/pypa/pip/issues/7586
The attribute itself is specified here: https://www.python.org/dev/peps/pep-0503/
When installing some dependencies (eg. setuptools) without pinning them with Python 2 it fails.
Workaround today is pinning all the relevant dependencies to the latest version which supports Python 2.
Maybe we can see this implemented in ProGet one day.