PROC KDE assumes that both variables are continuous. If Immo_rev is binary, then it doesn't have a continuous density. I suggest you plot the univariate density of Distance for both levels of Immo_rev. You can do this by using PROC UNIVARIATE or by using PROC SGPLOT, as follows:
proc univariate data=data;
format Immo_rev Immo_rev.;
class Immo_rev;
var distance;
histogram distance / kernel;
run;
proc sgplot data=data;
format Immo_rev Immo_rev.;
density distance / type=kernel group=Immo_rev;
run;
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