Samples in a PCA form lines, what are the reasons?
In general (or common cases) you would find those lines when applying PCA, which are the result of finding those Principal Components Analysis, meaning the directions of maximum variance of your original datatset, i.e., the components which give you more information out of your data.
As explained with examples in scikit-learn docu: PCA finds orthogonal directions in the raw feature space that correspond to directions accounting for maximum variance.