Advice on imputing temperature data with StatsModels MICE
MICE does generate several datasets, but it does not then combine these datasets.  Rather, it fits your model on each of those datasets and combines those models.  If you really need an imputed dataset, you could just choose one or combine them in whatever way makes sense for your problem (or you might be better off with another method):


https://stats.stackexchange.com/questions/188288/how-to-know-which-imputation-is-best-for-impute-my-dataset-from-multiple-imputat
https://stackoverflow.com/questions/28814384/how-to-extract-aggregated-imputed-data-from-r-package-mice
https://www.theanalysisfactor.com/multiple-imputation-in-a-nutshell/


Now, for the statsmodels implementation, imp.data only keeps track of the latest imputed set [1]; you can loop through updates rather than using fit to get all of the datasets as in an example in [2].