We report the effect of nonlinear bias of the frequency of collective oscillations of sin-coupled phase oscillators subject to individual asymmetric Cauchy noises. The noise asymmetry makes the Ott-Antonsen ansatz inapplicable. We argue that, for all stable non-Gaussian noises, the tail asymmetry is not only possible (in addition to the trivial shift of the distribution median) but also generic in many physical and biophysical setups. For the theoretical description of the effect, we develop a mathematical formalism based on the circular cumulants. The derivation of rigorous asymptotic results can be performed on this basis but seems infeasible in traditional terms of the circular moments (the Kuramoto-Daido order parameters). The effect of the entrainment of individual oscillator frequencies by the global oscillations is also reported in detail. The accuracy of theoretical results based on the low-dimensional circular cumulant reductions is validated with the high-accuracy "exact" solutions calculated with the continued fraction method.
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