Some slight confusion with the UNTIL operator in CTL (e.g. a U b)
You have some misconception regarding transition systems:
The alphabet of the system is $2^P$ for some set $P$, and paths induce words over $2^P$. In the first system, there is a single path: $(S_0,S_1)^\omega$, and it induces a single word: $(\{a\},\{a,b\})^\omega$. 

Now, this word satisfies $aUb$, since $a$ holds until the secod letter, in which $b$ holds.

The $\forall$ quantifier here is somewhat useless, since there is a single path.

The second system is problematic, since there is nowhere to go to from $S_2$...