I've used older versiones of OxyPlot a lot and never experienced that issue. Could you provide the data to test it myself? It seems to me that your data may have duplicate points (or nearly duplicate) there.
Edit: If you have some point that is Undefined or his y-value is NaN you may experience a gap as yours. Are you doing mathematical operations (divisions) with your data?
Edit: If you have some point that is Undefined or his y-value is NaN you may experience a gap as yours. Are you doing mathematical operations (divisions) with your data?