I ran your code (adding the text below it to write out the pdf) and found a bookmark was, in fact, created.
from PyPDF2 import PdfFileReader, PdfFileWriter
writer = PdfFileWriter() # open output
reader = PdfFileReader("test.pdf") # open input
writer.addPage(reader.getPage(0)) # insert page
writer.addBookmark("Hello, World Bookmark", 0, parent=None) # add bookmark
with open("result.pdf", "wb") as fp: # creating result pdf JCT
writer.write(fp) # writing to result pdf JCT
Check the bookmarks panel in your result. Having bookmarks doesn't automatically cause a PDF to open to the bookmarks panel.
To make it open to the bookmarks panel with PyPDF2, add one line:
writer = PdfFileWriter() # open output
reader = PdfFileReader("test.pdf") # open input
writer.addPage(reader.getPage(0)) # insert page
writer.addBookmark("Hello, World Bookmark", 0, parent=None) # add bookmark
writer.setPageMode("/UseOutlines") # This is what tells the PDF to open to bookmarks
with open("result.pdf", "wb") as fp: # creating result pdf JCT
writer.write(fp) # writing to result pdf JCT