After struggling a bit I decided to switch from D3 to D2 and now it works!
Maybe D3 (on Photon) doesn’t support:
attachInterrupt(_sigPin, isrCallback_wrapper, FALLING);
because in a debug session I checked that it was always returning: -7 and -2
DHTLIB_ERROR_NOTSTARTED -7
DHTLIB_ERROR_ISR_TIMEOUT -2
Now on D2 everything works as expected.