It doesn't boot directly to the C: drive because their may be drivers on the D: drive that are required to boot. We can't know this, so WDE is programmed to default to the safest mode: which is to unlock all fixed disks at boot time.
There's also the little problem that Windows may see an encrypted as unformatted, making it easy for a user to accidentally erase their data.
You should be able to go to the Advanced options on the BootGuard screen and choose Bypass. This will boot disk C without unlocking D:.
To unlock the D: drive, you'll need to go into PGP Desktop / PGP Disk, select the drive and click "Mount" (I think that's the option, I'm not configured that way).
Bryan