The header-only mode is not recommended and we shouldn't change install behavior based on it but a PR to rename the component to fmt-core is welcome (fmtlib is the name of the github org, not the project). I think it can be done unconditionally since the name is global.
Originally posted by @vitaut in #4283
The rename of the "core" package to "fmt-core" causes CPack packaging with NSIS on Windows to fail with the message
Error: invalid characters in variable name "fmt-core_selected", use only characters [a-z][A-Z][0-9], '.' and '_' as NSIS cannot have the - character in variable names.