So the rule for Prime seems to be that at least one of the endpoints of a line segment must be within the scope and visible in he plot for the line segment to be plotted.
This might not be the way you would wish plotting should be implemented, but its the way it IS implemented by PTC.
And why does P2 plot if the y-axis is scaled linear and limits are set to 10 and 10000 so both Y-values in P2 are out of range? Answer is simple 🙂 : Primes plot does not respect the lower limit because of the huge range from 10 to 10^4 and domineering sets it to 0 and that way the lower left endpoint IS within the scope again. Give it a try: additionally to the lower (10) and upper limit (10^4) set the second value on the axis (the one above the lowest value "ymin") to something like ymin+10^3. Now the plot P2 disappears (and Prime is disrespecting the upper limit and sets it to 1.001*10^4)
You can report this undesired behaviour to PTC support but I guess that they will not be willing to improve the native plots in Prime but rather will suggest that you should use the third party tool chart component which was is integrated as a reaction to the many complaints about the poor quality and missing features (grids, labels, secondary y-axis, ...) of Primes native plots. This chart component has its own drawbacks, though (not scaling properly, no units support, extremely awkward and slow reacting, ...) so using it is not an option for me - maybe its an option for you.
Just out of curiosity I tried your example and another one in real Mathcad (version 15):
