A well known result for the $l=0$ hydrogenic functions is that $$\psi_{nlm_l}=R_{nl}(r)Y_{lm_l}$$
$$|\psi_{n00}|^2=\frac{Z^3}{\pi a_0^3n^3}$$ where $R_{nl}$ and $Y_{lm_l}$ are the radial function and spherical harmonics. The above expression is a direct consequence of $R_{n0}(0) \neq 0$, which my lecturer used to conclude that there is a non-zero probability density of finding the electron at the origin. Another argument would be that the effective potential for the $l=0 \to -\infty$ as $r \to 0$. This also leads to $s$-core penetration in Helium.
However, what confuses me is that if the probability density is defined as $$\rho(r, \theta, \phi)drd\theta d\phi=|R_{nl}(r)|^2|Y_{lm_l}(\theta,\phi)|^2 r^2 sin(\theta)drd\theta d\phi.$$ Shouldn't the presence of $r^2$ in the volume element lead to zero whenever $r=0$? (i.e. the probability density of finding an electron near the origin is always zero regardless of whether $l=0$ or not)