XMLHTTPRequest onReadyStateChange Not Triggered

I am implementing a XMLHTTPRequest, but am unable to trigger onreadystatechange function.

May I know how can I troubleshoot it? Thank you.

function DisableDuplicateModuleCreation(context) {
    debugger;
    var saveEvent = context.getEventArgs();
    var user_userid= Xrm.Page.getAttribute("user_userid").getValue();
    var req = new XMLHttpRequest();
    req.open("GET", Xrm.Page.context.getClientUrl() + "/api/data/v9.0/modules?$select=user_userid&$filter=user_userid eq '" + user_userid + "' and statecode eq eq", false);
    req.setRequestHeader("OData-MaxVersion", "4.0");
    req.setRequestHeader("OData-Version", "4.0");
    req.setRequestHeader("Accept", "application/json");
    req.setRequestHeader("Content-Type", "application/json; charset=utf-8");
    req.setRequestHeader("Prefer", "odata.include-annotations=\"*\",odata.maxpagesize=1");
    req.onreadystatechange = function () { //last stop of this code and jumps to the end without going into function
        if (this.readyState === 4) {
            req.onreadystatechange = null;
            if (this.status === 200) {
                var results = JSON.parse(this.response);
                alert("results.entities.length: " + results.entities.length);
                if (results.entities.length > 0) {
                    alert("Module failed to create due to an existing module for User ID " + user_userid + ". Please update the existing module.");
                    saveEvent.preventDefault();
                }
            } else {
                Xrm.Utility.alertDialog(this.statusText);
            }
        }
    };
} //jumps to end of code after => req.onreadystatechange = function () from above

You have created var/object req but you have not send this object, You are missing req.send();

Here is one sample XMLHttpRequest

var req = new XMLHttpRequest();
req.open("GET", Xrm.Page.context.getClientUrl() + "/api/data/v9.0/accounts?$select=address2_county&$filter=accountid eq 1234567899", false);
req.setRequestHeader("OData-MaxVersion", "4.0");
req.setRequestHeader("OData-Version", "4.0");
req.setRequestHeader("Accept", "application/json");
req.setRequestHeader("Content-Type", "application/json; charset=utf-8");
req.setRequestHeader("Prefer", "odata.include-annotations=\"*\"");
req.onreadystatechange = function() {
    if (this.readyState === 4) {
        req.onreadystatechange = null;
        if (this.status === 200) {
            var results = JSON.parse(this.response);
            for (var i = 0; i < results.value.length; i++) {
                var address2_county = results.value[i]["address2_county"];
            }
        } else {
            Xrm.Utility.alertDialog(this.statusText);
        }
    }
};
req.send();

If I may go one step furthure and suggest, Try using Xrm.Webapi to perform webapi request. Microsoft highly recomend using Xrm.Webapi

Note:Xrm.Webapi is Asynchronous, you might want to use promise to make it work like Sync/or wait for your request to finish

Xrm.WebApi.online.retrieveMultipleRecords("account", "?$select=address2_county&$filter=accountid eq 1234567899").then(
    function success(results) {
        for (var i = 0; i < results.entities.length; i++) {
            var address2_county = results.entities[i]["address2_county"];
        }
    },
    function(error) {
        Xrm.Utility.alertDialog(error.message);
    }
);