In radiometric isochron dating why is at t=0 D*/Dref=const but P/Dref not?
1) D* (radiogenic isotope) and Dref (stable reference isotope) are two isotopes of the same element. P is the radioactive parent of D*, and is a different element. Chemical fractionation between P and Dref occurs as the rock solidifies because different elements are preferentially incorporated in different minerals depending on how well their ionic radii and valences are compatible with the mineral's crystalline lattice. 

Although there can be some mass-fractionation of isotopes of a same element, it is usually very small (IE negligible) relative to the chemical fractionation.
Often, for making such isochrons, geologists choose different mineral species with very different P concentrations (and thus varying P/Dref) to provide spread along the isochron line; this allows for more precise regression and determination of the slope / age.

2) The second diagram you show is a concordia plot, not an isochron. There is no common isotope on the ratio denominator. Rather, this plot shows two different isotope systems each with their own decay chain (238U->206Pb and 235U->207Pb), these two Uranium decay chains have different half lives. The curved line is the "concordia" curve, which is the expected result if the sample exhibits closed-system behaviour (IE Pb has not diffused out of the crystal). 

In this case a mineral (probably a zircon) was formed at 2.6 Ga and had open system behaviour at around 0.4 Ga. (IE the radiometric clock was partially reset). The straight line is called a "discordia line" and is a mixing line between the two time points on the concordia curve.