Following the minimal example of https://windrose.readthedocs.io/en/latest/usage.html#script-example
I obtain a windrose plot which shows a straight line for each sector (instead of a curved one).

Same happens for more elaborate examples.
However, following the sample script for a polar bar chart from matplotlib:
https://matplotlib.org/3.2.1/gallery/pie_and_polar_charts/polar_bar.html#sphx-glr-gallery-pie-and-polar-charts-polar-bar-py
I do get the rounded/curved sectors.

I am using:
windrose 1.6.7 pypi_0 pypi
python 3.8.5 h425cb1d_1_cpython conda-forge
matplotlib-base 3.3.0 py38h91b0d89_1 conda-forge

Any ideas why this is happening?
Many thanks!