The R Markdown python engine is not running code in interactive mode, but rather passing each chunk to the python interpreter as a small script (it's a bit more complicated than that, since all the python code chunks now execute in a single session by default thanks to reticulate, but that doesn't affect this issue).
Implicit printing in python only works when running the interpreter in interactive mode. See:
This video has a clear demonstration:
You can learn more about the R Markdown python language engine here: