The 'Pythonic' way to construct a repetitive list like this would be a comprehension. I suspect that you actually want your return to be a list of objects, not deeply nested objects as your code sample implies. Try this:
def runAction(self):
system.perspective.print( "Page Script Started" )
client = system.net.httpClient()
response = client.get("https://api.megamation.com/clm/DL/workorder?STATUS=S&TYPE=PM&BUILDING_ID=Climatemaster", username="<>", password="<>")
self.custom.getPMOrders = [
{
'date': key['date'],
'building_id': key['building_id'],
'wo_no': key['wo_no'],
'work_request_description': key['work_request_description'],
'type': key['type'],
}
for key in response.json['_embedded']['WorkOrder']
]