Two problems, frames don't automatically have Backdrops any more so they have to inherit the BackdropTemplate (because of that, defining backdrops in XML is done differently).
Without and option to define when it should run, your OnLoad script would "overwrite" (run instead of) the Backdrop templates OnLoad causing it to not run.
Slight change to your XML to show something.
XML Code:
<Ui xmlns="http://www.blizzard.com/wow/ui/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.blizzard.com/wow/ui/ http://wowprogramming.com/FrameXML/UI.xsd">
<Frame name="CritlineClassicDisplay" parent="UIParent" toplevel="true" enableMouse="false" movable="true" inherits="BackdropTemplate">
<Size>
<AbsDimension x="400" y="200"/>
</Size>
<KeyValues>
<KeyValue key="backdropInfo" value="BACKDROP_DIALOG_32_32" type="global"/>
</KeyValues>
<Anchors>
<Anchor point="CENTER" relativePoint="CENTER"/>
</Anchors>
<Scripts>
<OnLoad inherit="prepend">
print("Frame Loaded")
</OnLoad>
</Scripts>
</Frame>
</Ui>