my data store script doesnt give any errors but it doesnt save my data, why?

local DataStoreService = game:GetService("DataStoreService")
local MyDataStore = DataStoreService:GetDataStore("Data")

game.Players.PlayerAdded:Connect(function(player)
	
	local values = Instance.new("Folder")
	values.Name = "Values"
	values.Parent = player
	
	local Level = Instance.new("IntValue")
	Level.Name = "Level"
	Level.Parent = values
	local Race = Instance.new("IntValue")
	Race.Name = "Race"
	Race.Parent = values
	local Race1 = Instance.new("Folder")
	Race1.Name = "Hollow"
	Race1.Parent = Race
	local Race2 = Instance.new("Folder")
	Race2.Name = "SoulReaper"
	Race2.Parent = Race
	local Shikai = Instance.new("IntValue")
	Shikai.Name = "Shikai"
	Shikai.Parent = Race2
	local Bankai = Instance.new("BoolValue")
	Bankai.Name = "Bankai"
	Bankai.Parent = Shikai
	local RaceSub1 = Instance.new("Folder")
	RaceSub1.Name = "Arrancar"
	RaceSub1.Parent = Race1
	local RaceSub2 = Instance.new("Folder")
	RaceSub2.Name = "VastoLorde"
	RaceSub2.Parent = Race1
	local RaceSub3 = Instance.new("Folder")
	RaceSub3.Name = "Adjuchas"
	RaceSub3.Parent = Race1
	local RaceVar1 = Instance.new("IntValue")
	RaceVar1.Name = "HollowVariant"
	RaceVar1.Parent = Race1
	local RaceSubVar = Instance.new("IntValue")
	RaceSubVar.Name = "ArranVar"
	RaceSubVar.Parent = RaceSub1
	local Res = Instance.new("IntValue")
	Res.Name = "Resurrection"
	Res.Parent = RaceSub1
	local ArTypes = Instance.new("Folder")
	ArTypes.Name = "Types"
	ArTypes.Parent = RaceSub1
	local ArType1 = Instance.new("BoolValue")
	ArType1.Name = "Adjuscar"
	ArType1.Parent = ArTypes
	local ArType2 = Instance.new("BoolValue")
	ArType2.Name = "Menoscar"
	ArType2.Parent = ArTypes
	local ArType3 = Instance.new("BoolValue")
	ArType3.Name = "Vastoscar"
	ArType3.Parent = ArTypes
	local VastoVar = Instance.new("IntValue")
	VastoVar.Name = "VastoVar"
	VastoVar.Parent = RaceSub2
	local AdjuVar  = Instance.new("IntValue")
	AdjuVar.Name = "Adjuvar"
	AdjuVar.Parent = RaceSub3
	
	local PlayerUserID = "Player_"..player.UserId
	
	--Load Data
	
	local data
	local success, errormessage = pcall(function()
		data = MyDataStore:GetAsync(PlayerUserID)
	end)
	
	if success then
		if data then
			print("Loading Player Data")
			Race.Value = data.Race
			Level.Value = data.Level
			Shikai.Value = data.Shikai
			Bankai.Value = data.Bankai
			RaceVar1.Value = data.Value
			RaceSubVar.Value = data.RaceSubVar
			Res.Value = data.Res
			ArType2.Value = data.ArType2
			ArType1.Value = data.ArType1
			ArType3.Value = data.ArType3
			VastoVar.Value = data.VastoVar
			AdjuVar.Value = data.AdjuVar
		else
			print("Player Has No Data")
		end
	end
	
end)

game.Players.PlayerRemoving:Connect(function(player)
	local PlayerUserID = "Player_"..player.UserId
	
	local data = {
		Race = player.Values.Race;
		Level = player.Values.Level;
		Shikai = player.Values.Race.SoulReaper.Shikai;
		Bankai = player.Values.Race.SoulReaper.Shikai.Bankai;
		RaceVar1 = player.Values.Race.Hollow.HollowVariant;
		RaceSubVar = player.Values.Race.Hollow.Arrancar.ArranVar;
		Res = player.Values.Race.Hollow.Arrancar.Resurrection;
		ArType1 = player.Values.Race.Hollow.Arrancar.Types.Adjuscar;
		ArType2 = player.Values.Race.Hollow.Arrancar.Types.Menoscar;
		ArType3 = player.Values.Race.Hollow.Arrancar.Types.Vastoscar;
		VastoVar = player.Values.Race.Hollow.VastoLorde.VastoVar;
		AdjuVar = player.Values.Race.Hollow.Adjuchas.Adjuvar
		
	}
	
	local success, errormessage = pcall(function()
		MyDataStore:SetAsync(PlayerUserID, game:GetService("HttpService"):JSONEncode(data))
	end)
	
	if success then
		print("Data Archived")
	else
		print("Data Corrupted")
		warn(errormessage)
	end
end)

the script is not long its just there is a lot of variables defined, but anyways when i join the game it prints everything it needs to but when i join back nothing is saved

The problem is with your Player Removing event probably. Try to replace it with this:

game.Players.PlayerRemoving:Connect(function(player)

    local success, errormessage = pcall(function()


    local PlayerUserID = "Player_"..player.UserId

    local data = {
        Race = player.Values.Race;
        Level = player.Values.Level;
        Shikai = player.Values.Race.SoulReaper.Shikai;
        Bankai = player.Values.Race.SoulReaper.Shikai.Bankai;
        RaceVar1 = player.Values.Race.Hollow.HollowVariant;
        RaceSubVar = player.Values.Race.Hollow.Arrancar.ArranVar;
        Res = player.Values.Race.Hollow.Arrancar.Resurrection;
        ArType1 = player.Values.Race.Hollow.Arrancar.Types.Adjuscar;
        ArType2 = player.Values.Race.Hollow.Arrancar.Types.Menoscar;
        ArType3 = player.Values.Race.Hollow.Arrancar.Types.Vastoscar;
        VastoVar = player.Values.Race.Hollow.VastoLorde.VastoVar;
        AdjuVar = player.Values.Race.Hollow.Adjuchas.Adjuvar

    }

        MyDataStore:SetAsync(PlayerUserID, data) -- Just write data

   end)

    if success then
        print("Data Archived")
    else
        print("Data Corrupted")
        warn(errormessage)
    end
end)

Hope it helps