Geostatistical Analyst - output not the same as preview

[fred7]

Hello,
I am facing a strange issue with Geostatistical Analyst when trying to interpolate measured salinity values in shallow sea area. When I launch the Geostatistical Wizard (from Menu->Analysis), I choose Kernel Interpolation, Insert my dataset (salinity points) and barrier (sea area) change bandwidth to 2500, I get the preview of the interpolation (left picture). When I click Finish, then the picture is different (right picture). What am I doing wrong?

In Menu->Analysis->Geoprocessing: Environments - I have changed the "Processing Extent" to my sea area and also under Raster Analysis I have chosen the sea area as "Mask."