I assume you are referring to
VlnPlot() of Seurat. The reason that you are getting such a plot is because your distribution is highly skewed, most of your points are zeros, not surprising for scRNA-seq. And the plot is actually showing your distributions, it is just the points at zero stacking on top of each other.
You can double check this by plotting a histogram for each of the clusters.
An example violin plot:
Cluster 0, which is mostly zeros, kind of looks like yours.
Cluster 6, which I believe is what you would expect to see, contains a lot of cells that express the gene and much less skewed, hence the shape denoting the density.
So what you are seeing is normal, your gene is not expressed/not detected is all.