Hi KarenStr,
i think not all values from your numpy array are 0. Only the nodata values are set to 0 and represent no depth or black when visualizing the depth map in MS. In attached screen copy, I printed out the array values from 100th row of depth map from camera DJI_0359 and values are not 0 excepth for first and last 2. Of course, 1st row and last row are 0 (all black in image).
Hope this can be insightful,
In 2nd attachment, I display the exported depth map superimposed on original image in Global Mapper. I cropped out the nodepth value of 0 to only show the valid depths (scaled by chunk.transform.scale during export).