Примерно так должно работать:
from matplotlib import pyplot as plt
import seaborn as sns
# fill in azdias_under_20, azdias_over_20, parm, ....
# draw two plots, next to each other with the same x and y axis
for y in parm:
fig, (ax1, ax2) = plt.subplots(figsize=(12, 6), ncols=2, sharex=True, sharey=True)
sns.countplot(x=y, data=azdias_under_20, ax=ax1)
sns.countplot(x=y, data=azdias_over_20, ax=ax2)
plt.show();