To answer your question: you are trying to get a False value out of something that doesn't have a value at all. Therefore it is 'none'. Just because it isn't true doesn't necessarily mean it's false.
There are two common ways to go about doing this though:
def my_function(n):
return n % 2 == 0
This will evaluate to either True or False depending on the parameter n and then it will return the value.
The other way:
def my_function(n):
if(n % 2 == 0):
return True
return False
Here, if we pass the if check, the function will return True and it will never make it to the return False statement. Vice versa, if we don't pass the if check we will instead return False. I prefer to write code this way because it's a little more specific in what the code is doing. Either way works though