Getting beaked point clouds from the custom images

[Artzet]

Hello,
I'm trying to create point clouds from custom datasets. However, on the output, I'm only receiving beaked point clouds as shown in the screenshots.

I don't see such effects while driving the example datasets (dense_slam_gui.py).
Can anybody point me to what am I doing wrong? I'm pretty sure my "depth_scaling" tune is good enough.

Is this because of the wrong camera intrinsic matrix (I'm not using the default, I'm calculating the matrix for the appropriate camera) or is this something else?
Thanks.