It seems like you made a silly mistake
import pandas as pd
df = pd.read_csv (r'C:\Users\User\Documents\Research\seqadv.csv')
print (df)
df = pd.DataFrame(data={'WT_RESIDUE':['']}) # Why do you have this line?
codes = {'ALA':'A', 'ARG':'R', 'ASN':'N', 'ASP':'D', 'CYS':'C', 'GLU':'E', 'GLN':'Q', 'GLY':'G', 'HIS':'H', 'ILE':'I', 'LEU':'L', 'LYS':'K', 'MET':'M', 'PHE':'F', 'PRO':'P', 'SER':'S', 'THR':'T', 'TRP':'W', 'TYR':'Y', 'VAL':'V'}
df['MUTATION_CODE'] = df['WT_RESIDUE'].replace(codes)
df.to_csv (r'C:\Users\User\Documents\Research\output.csv')
Try removing the line with the comment. AFAIK, it is reinitializing your DataFrame and thus the WT_RESIDUE column becomes empty.