UPDATE:
I contacted DataColor, the manufacturer of my calibration unit. Here is their reply:
We are very sorry, at the moment none of the traditional calibration solutions for photographers on the market, that work according to the ICC (International Color Consortium - www.color.org) standard, are able to calibrate an Apple Pro Display XDR at all.
FYI: Apple is one of the 5 founding members of the ICC.
In December 2020, Apple has released a calibration possibility for the Apple Pro Display XDR. You need to use a supported third-party spectroradiometer to perform such a calibration or fine tuning.
https://support.apple.com/en-us/HT210804
FYI: Such third-party spectroradiometer start at 15,000.- USD
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Thank you Apple. This is an insult and a blow to all the photographers that have used your gear for decades.