In unbuntu 18.04 this is not an error, however, it will produce duplicated legend in ubuntu 20.04. According to https://stackoverflow.com/questions/19385639/duplicate-items-in-legend-in-matplotlib, if plot the same line type twice, then it will produce the same lengend for the same line.
Therefore, I have to break the oringial one line into two lines:
ax.plot(x, yU, Label=i,linewidth=2, dashes=dst,color='black')
ax.plot(x, yL, linewidth=2, dashes=dst,color='black')
NB, the legend is removed from the second line.