Please provide the CMake version use since the UseSWIG builtin module has got some rework in 3.19 IIRC

Did you set some property on the example.i file ?

It should be:

set_property(SOURCE example.i PROPERTY CPLUSPLUS ON)
swig_add_library(pyIntegration LANGUAGE python SOURCES example.i)

ref: https://cmake.org/cmake/help/latest/module/UseSWIG.html

ps: you can find a working sample here: https://github.com/Mizux/python-native