Choropleth Map with plotly.express doesn't show map, just legend

You executed the code either inside a cell of a jupyter notebook or in jupyter lab. That explains why no graph was shown. If you would ran the same code as a pure python script it shows the graph properly.

Plotly provides two different solutions for getting it running inside jupyter:
Plotting Inline
Please search for Plotting Inline on that page to find the paragraph that explains the solution en detail.

Proper running example purePython and Jupyter Notebook

I just let it ran as it is also as purePython and as Jupyter Notebook cell:

import plotly.express as px

df = px.data.election()
geojson = px.data.election_geojson()

fig = px.choropleth(df, geojson=geojson, color="Bergeron",
                    locations="district", featureidkey="properties.district",
                    projection="mercator"
                   )
fig.update_geos(fitbounds="locations", visible=False)
fig.update_layout(margin={"r":0,"t":0,"l":0,"b":0})
fig.show()