What is the advantage of applying a Hamming window for MFCC calculations?
Ideally you would only see that frequency as a narrow peak but because of the finite-length window you also get that other artificial crud: Windowing equals time domain multiplication by the window function (here rectangular or Hamming). Time domain multiplication equals frequency domain convolution: All frequencies will be replaced by the Fourier transform of the window function. This is what those look like:




The convolution spreads the true frequency to frequency bins around it. By using a window function other than the rectangular one there is less of the sidelobes compared to the main lobe, so less artificial long-distance spread making the result cleaner and better suited for frequency-selective analysis. You seem to have by accident chosen a frequency where you don't see the sidelobes with the rectangular window because the dips between the sidelobes land between your frequency bins. So you just see slopes.