I see. This is a consequence of a (not really best) default of OGC standard, which states, that if no TRANSPARENT parameter is provided, no-data pixels are provided as white, therefore resulting in 1.
So to fix this issue, you should set TRANSPARENT=true in the WCS call.
@maleksandrov - it might be good to consider to implement this behaviour in sentinelhub-py by default?
A side note - we are now working on a proprietary API, which will expose satellite data without all these OGC constraints. This will probably solve most of these issues…