It's quite normal for your Choko vine to die back in winter - it's a perennial plant that grows, flowers, fruits and dies back down when the weather gets cold. Given the variable climate where you live (seems rather like the UK for that!) it might, in some years, be low temperatures during autumn causing a problem, but it doesn't seem that you always have cold temperatures at that time of year. This plant should flower during March or April in the southern hemisphere, with fruits starting to form shortly afterwards. You don't mention even seeing any flowers - they are small and white, so perhaps you've not noticed them, but if the weather becomes too cold prior to fruit forming (below 10degC) it's possible any flowers are lost and fruit is therefore unable to form.
If, though, you've never had any flowers on the vine, use of a high potash fertilizer in spring and every couple of months thereafter until it flowers should help correct that, but it's also very important the plant is given sufficient water ongoing during the growing season, and particularly during summer or any warm and dry periods, and after any fruit forms. There is guidance on growing, feeding and watering here https://homeguides.sfgate.com/grow-vines-chokos-70852.html but references to months need to be re-interpreted, because it refers to plants growing in the northern hemisphere.
You might be interested in this thread https://www.canberratimes.com.au/story/6034507/jackie-french-a-choko-needs-to-know-its-place/ which refers to growing Choko in Canberra - seems like whether you get fruit or not is down to how cold the weather gets in a particular year, even if it's flowered. But follow the growing instructions mentioned above if yours has not actually flowered...