Expressions are not evaluated inside a quoted list. You can use backquote to selectively evaluate parts of a list structure:
(define-abbrev-table 'python-mode-abbrev-table
`(
("env" ,(concatenate 'string
"#! /usr/bin/env python\n"
"\n"
"from __future__ import division\n"
"from __future__ import print_function\n"
"from __future__ import absolute_import\n"
"from __future__ import unicode_literals\n\n")
nil 3)
))
Within a backquoted expression, comma indicates the parts that should be evaluated.