So, as Igor points out, there will be a curve with $k+1$ lattice points $(k^2-t^2,2kt)$ running from $(k^2,0)$ down to $(0,2k^2).$ Call this the $k$-curve or better the $(k,m)=(k,1)$ curve as there are also $k+1$ lattice points $(m(k^2-t^2),2ktm).$ Of course it only makes sense to consider $m$ square-free.
Will correctly identifies the red curve as pretty much being the $(38,1)$ curve. A slight question arises as to why it seems more prominent than the $(37,1)$ or $(39,1)$ curve. My minor addition is to point out that $38^2=1444$, $5\cdot17^2=1445$ and $10 \cdot 12^2=1440$ so we are actually seeing the $(38,1),(17,5)$ and $(12,10)$ curves piled up. Perhaps too the fact that $3\cdot22^2=1452$ is close enough to throw in the $(22,3)$ curve as well. That should give $39+18+13+23=93$ lattice points. That is about what I eyeball as "close."
Also: $2\ 27^2=1458$ so these further $28$ points should probably go into the red curve or else form a very close by, nearly parallel, curve with the $23$ points from $1452$. Of course the "extra" points on the axes should perhaps be discarded but that borders on quibbling.
Similar curves to the red one, but not as dramatic, seem to be at roughly $733$ and $850.$ They latter seems to be from $29^2=841$ together with $5\cdot13^2=845.$ Maybe the former is from from $27^2=729$ together with $5 \cdot 12^2=720$ although I may have missed a better explanation.
I'd expect something from $41^2+1=2\cdot 29^2$ and it does seem to faintly be discernible.
This still leaves other colors to explain.
LATER
Consider the image of the transformation $(u,v,m) \rightarrow (m(u^2-v^2),2muv)=(x,y).$ Here we take integers $u \gt v \gt 0$ and $m$ square free. The resulting points will be have integral distance $\sqrt{x^2+y^2}=m(u^2+v^2)$ from the origin. We get all such points in the positive quadrant (some more than once). For each fixed value of $m$, lines in the $u,v$ plane go to quadrics in the $x,y$ plane. I will focus on the simplest cases (since I have not worked out the rest) $u=k$,v=k$,u-v=k$ and $u+v=k$
(The red curve) For $u=k$ we have $k-1$ points $(x,y)=(m(k^2-v^2),2mkv)$ on the curve $y=\sqrt{(4mk^2)(mk^2-x)}.$ Looking at all possible values $ms^2 \lt 50000$ with $s \ge 10,$ the five consecutive values $[10 \cdot 12^2,1\cdot38^2,5\cdot17^2,3\cdot22^2,2\cdot27^2]=[1440,1444,1445,1452,1458]$ stand out as particularly close together. The corresponding curves all run roughly from $(0,2800)$ to $(1400,0)$ and have a vertical separation of about $36$ at $x=300$ growing to about $46$ by $x=1100$. The only other case in that range of $5$ consecutive values separated by less than $18$ is $17$ for the first 5 of the impressive septuplet $[2873, 2880, 2883, 2888, 2890, 2900, 2904]$. By my rough count, there are about $111$ points on the first group of five curves and $149$ on the second group of seven curves , which are roughly twice as long. This explains why those seven curves rising out of the $x$-axis are not that blatant.
(the unseen curve) For $v=k$ we have an infinite sequence of points $(x,y)=(m(u^2-k^2),2muk)$ on the curve $y=\sqrt{4mk^2(mk^2+x)}.$ The same five values as before should give something visible if one axis or the other was pushed out to $5000$ or at least $4000.$
(the blue-gold curve and the green curve) Putting $u=v+j$ into $(x,y)=(2muv,m(u^2-v^2))$ we get an infinite sequence of points on the curve $y=\sqrt{(2mj^2)(mj^2+x)}.$ This curve for $(m,j)=(2s,t)$ is the same as $y=\sqrt{4mk^2(mk^2+x)}$ for $(m,k)=(s,t).$ However odd values for $m$ allow new curves. Using $(m,j)=(5,12),(2,19),(6,11)$ and $(1,27)$ gives points on the four curves $\sqrt{1440x+518400}, \sqrt{1444x+521284}, \sqrt{1452x+527076},\sqrt{1458x+531441}.$ The green curve is the result of $(m,j)=(2,29),(10,13),(14,11),(17,10)$ leading to the curves $\sqrt{2829124+3364x}, \sqrt{2856100+3380x}, \sqrt{2869636+3388x}, \sqrt{2890000+3400x}$
Putting $u=j-v$ into $(x,y)=(2muv,m(u^2-v^2))$ we get about $\frac{j}{2}$ points on the curve $y=\sqrt{(2mj^2)(mj^2-x)}.$ The curve for $(m,j)=(2s,t)$ is the same as the curve $y=\sqrt{(4mk^2)(mk^2-x)}$ with $(m,k)=(s,t).$ I don't immediately see it in the colored curves mentioned.