Ops, sorry the answer occurred to me two minutes after a asked my question. I just realized that adding a scatter plot somehow changes the axes limits. Forcing the axes to the desired interval fixes the problem.
fig, ax = plt.subplots(subplot_kw=dict(projection='polar'))
ax.contourf(theta, r, values)
ax.scatter([np.radians(140)], [40], s=20, c='White')
ax.set_rmax(60)
ax.set_rmin(0)
I thought I could leave the question on anyways, it still can be helpful to other users.