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Hmm, well then half blocks must be used throughout because the NaN cells are the same size as the other ones (you can see that you get one row for each of the 8 rows in the matrix above).
Implementation aside, the question is: should NaN be represented by a single color everywhere or a different color depending on what row you're in?
The only thing that makes sense to me is for NaNs to be transparent. This makes sense because they can, in practice, be used to represent missing values.
It seems that the current behavior of heatmap is to replace NaN values with a grid of transparent and white cells:
I think it would make much more sense if NaN mapped to a consistent color, probably transparent.
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