As stated before, seaborn being built on top of matplotlib enables you to use matplotlib.fig and matplotlib.axes objects to add graphs to your figures.
In the following example, we successively add kdeplots to a matplotlib figure and plot it. From this example, you can play with colors, or any other kdeplot argument to better distinguish the two distributions.

# libraries & dataset
import seaborn as sns
import matplotlib.pyplot as plt
# set a grey background (use sns.set_theme() if seaborn version 0.11.0 or above) 
df = sns.load_dataset('iris')
# plotting both distibutions on the same figure
fig = sns.kdeplot(df['sepal_width'], shade=True, color="r")
fig = sns.kdeplot(df['sepal_length'], shade=True, color="b")

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