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pandas - Why isnt this function not returning f pd.DataFrames? Python

When I run this Code, load_data() will not return any of the data frames as pd.DataFrames. What am I doing wrong here? Thank you in advance for all your help!

def load_data():
    # Competency: reading files in Pandas, df manipulation, regex     
    scim_en = pd.read_excel('assets/scimagojr-3.xlsx')
    
    energy = pd.read_excel('assets/Energy Indicators.xls',na_values=["..."],header = None,skiprows=18,skipfooter= 38,usecols=[2,3,4,5],names=['Country', 'Energy Supply', 'Energy Supply per Capita', '% Renewable'])
    energy['Energy Supply'] = energy['Energy Supply']*1000000
    energy = energy.replace("Republic of Korea", "South Korea")
    energy = energy.replace("United States of America20", "United States")
    energy = energy.replace("United Kingdom of Great Britain and Northern Ireland19", "United Kingdom")
    energy = energy.replace("China, Hong Kong Special Administrative Region3", "Hong Kong")
    energy = energy.replace("China, Macao Special Administrative Region4", "Macao")
    energy["Country"] = energy["Country"].str.extract('(^[a-zA-Zs]+)', expand=False).str.strip()
    
    gdp = pd.read_csv('assets/world_bank.csv', skiprows = 4)
    gdp = gdp.rename(columns = {'Country Name':'Country'})
    gdp = gdp.replace("Korea, Rep.", "South Korea")
    gdp = gdp.replace("Iran, Islamic Rep.", "Iran")
    gdp = gdp.replace("Hong Kong SAR, China", "Hong Kong")
    
    scim_en.set_index('Country')
    energy.set_index('Country')
    gdp.set_index('Country')
    
    return energy, gdp, scim_en
question from:https://stackoverflow.com/questions/65888678/why-isnt-this-function-not-returning-f-pd-dataframes-python

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