The three volumes with purple-coloured headers, they are "spanned" volumes.
Although they exist on different physical hard drives, Windows treats them as one and that's how they appear in Windows Explorer (with one drive letter).
Having spanned volumes across 2 or more separate hard drives reduces the drive-letter clutter in Windows Explorer, better organisation, & less mouse clicks compared to each volume having a separate drive letter.
It's not without it's risks though. If one of the hard drives should fail (one which contains a spanned volume) you could lose all the volumes which are represented by the same drive letter..