For some reasons, the range of the plot is not accurate. In my data there are no negative values.
When I set range to -100 to 100 there some portion of the distribution under 0 mark.
From the documentation:
"As you can see above, the nature of the Gaussian KDE process means that estimation extends past the largest and smallest values in the dataset. It’s possible to control how far past the extreme values the curve is drawn with the cut
parameter; however, this only influences how the curve is drawn and not how it is fit"