Scene is a little special. You must have a setup method, which returns once the scene is setup. Then, the engine calls update() or draw() at the fps rate. All scene methods should be written to exit quickly, as you don't actually directly change what is shown on screen -- instead the engine checks the state after update exits and renders the new positions on screen. Never use sleep, or have while True loops, etc, since that won't work the way you want.
Instead, you need to think in terms of time, or actions.
Take a look in your Examples folder, you will find a good game tutorial that walks you through a game in the scene module.
In your case your while True statement means setup never exits, and the scene never starts.