In your example you have ament_export_dependencies(my_target), but that's incorrect. ament_export_dependencies() takes only package names.
In short, ament_target_dependencies() sets up stuff for your package, ament_export_dependencies() and ament_export_interfaces() set up stuff for packages that depend on your package.
When a package calls find_package(MyDependency), CMake looks for a file called mydependency-config.cmake or MyDependency-config.cmake. CMake documentation calls this a ProjectConfig.cmake file. The ProjectConfig.cmake sets up everything another project would need to depend on this one. It sets variables like MyDependency_INCLUDE_DIRS, creates imported targets like MyDependency::somelibrary, and finds packages MyDependency depends on.
First your package needs to use MyDependency when it's being built. ament_target_dependencies(my_target MyDependency) is a helper function that makes sure your executable or library has everything it needs to use MyDependency. It will call target_link_libraries(my_target ${MyDependency_LIBRARIES}), target_include_directories(my_target PUBLIC ${MyDependency_INCLUDE_DIRS}), etc.
Once your package is built/installed, other packages might need MyDependency too. For example, if your package includes <my_depdenency/something.hpp> in a header it installs, then packages that include your header will need to know where MyDependency's headers are too. This is where ament_export_dependencies() comes in . Calling ament_export_dependencies(MyDependency) will make your package's ProjectConfig.cmake contain a find_package(MyDependency) call plus logic to combine CMake variables from MyDependency into your package's CMake variables. For example, it will make YourPackage_INCLUDE_DIRS contain everything in MyDependency_INCLUDE_DIRS. The purpose is so packages don't have to find your dependencies. Use ament_export_dependencies() on all dependencies of yours that downstream packages also need.
ament_export_interfaces() is a little different. This creates imported targets, which is a replacement for CMake standard variables in a ProjectConfig.cmake. It will likely be used more in the future, but for now there is at least one issue with it that needs to be fixed. It won't replace ament_export_dependencies(), but it will change how information like include directories and libraries are communicated between packages.
