Vue.js + axios = data not updated

I am new to Vue.js and I try to solve an issue that seems too strange ( at least to me ).

I have the following code:

import Vue from 'vue/dist/vue.js';
import axios from 'axios';

import './components/top-line';

new Vue(
  {
    el      : '#weatherWidget',
    data : {
      loading : false,
      error: '',
      current : null,
      daily   : null,
    },
    created : () => {
      let self = this;
      let form_data = new FormData();
      form_data.append( 'action', 'weather_request' );
      form_data.append( 's', window.vue_weather.s );

      self.loading = true;
      self.error = '';

      axios
        .post( window.vue_weather.ajax_url, form_data )
        .then(
          response => {
            let data = response.data;
            self.current = data.data.currently;
            self.daily   = data.data.daily.data;
            self.loading = false;

            console.log( self );
          }
        )
        .catch(
          error => {
            this.error = error;
          }
        );
    },
  }
);

And when the created method is executed, I can see in the console the following output:

But the Vue console seems like that:

Thus, while the created is executed normally, the Vue data is not updated.

Do you think I am doing anything wrong? Unfortunately, I cannot see something wrong.

Any solution or idea in order to solve the issue?

NOTES

• The AJAX Request returns data
• I have also tried the this instead of the let self = this;