Another way to do this is by using the JOIN option on the GTL STEPPLOT. This option is not available in the SGPLOT STEP statement. Note creation of multiple reference lines using the COLN function.

data UniformPDF;
do x = -1 to 0 by 1;
y = 0; output;
end;
do x = 0 to 1 by 1;
y = 1; output;
end;
do x = 1 to 2 by 1;
y = 0; output;
end;
run;

/*--Create template--*/
proc template;
define statgraph step;
begingraph;
layout overlay / yaxisopts=(offsetmin=0.1 offsetmax=0.1);
stepplot x=x y=y / justify=center join=false;
referenceline x=eval(coln(0, 1))/ lineattrs=(pattern=shortdash);
endlayout;
endgraph;
end;
run;

proc sgrender data=UniformPDF template=step;
run;