Problem with USART programming
Things to try:


That's an 8-pins device, and you are looking at pin 7 with a properly triggered scope.
No other thing is forcing that pin.
The code actually runs (option bits in Configuration Words are OK, Vcc is OK, /MCLR is high); perhaps, make a variant with a simple loop toggling an/this output port.
It is good practice to perform all settings with SPEN = 0, and set SPEN = 1 at the very end. That's the order recommended in 26.1.1.6 of the latest data sheet
Also, write SPBRGH before SPBRGL; that's the order stated, and on some PIC devices, order matters (though there is no indication of that in this one)
TRISA0 = 1, for perhaps TRISA0 = 0 overrides SPEN = 1 to define the state of PortA, pin 0 (although my reading of the Data Sheet is that it should not).
ABDEN = 0
SDOSEL = 1, SSSEL = 0, P1BSEL = 0 to disable other overrides of that pin.