Nested while loop does not apply alpha to surface

Question

I want to decreased the alpha value of a rectangle until it gets completely transparent, It works fine in 1 while loop, but I want to do it in a while loop inside a while loop.

The code below works and is just for demonstration, therefore i didn't write things like pygame.display.update():

screen = pygame.display.set_mode((800,800))
red = 255
green = 0
blue = 0
alpha = 255 # 255 is opaque, and a value of 0 is completely transparent.

while True:
    rectangle = pygame.Surface((40,40),pygame.SRCALPHA)
    rectangle.fill((red,green,blue,alpha))
    if alpha != 0:
       alpha -= 1
    screen.blit(rectangle,(0,0)
    ....

The problem starts to happen if I to do the same but inside another while loop:

 while True:
     while True:
        rectangle = pygame.Surface((40,40),pygame.SRCALPHA)
        rectangle.fill((red,green,blue,alpha))
        if alpha != 0:
            alpha -= 1
        screen.blit(rectangle,(0,0)
     ....

Answer 1

I have figured it out.

Essentially, when you create a new while loop you are creating a new game, therefore you must call pygame.Surface.fill((color)).

If you don't call this function, the changes on alpha won't be visible on the screen.