I'm not sure if this helps, but the EK book gives this explanation (abridged):
Raoult's law works with ideally dilute solutions (those in which the concentration of volatile solute is very low) because the solute is essentially completely solvated. Because of this, the volatile solute has little impact on the vapor pressure of the solvent, and it is closer to being proportional to its partial pressure above the liquid solution.
Henry's law is applicable for the same reason. The solute is solvated and therefore not free to act in the same manner it would as a pure substance.
I think the equations are just set up with the understand that Raoult's is a better approximation for high concentration solutions, and Henry's law is more applicable to low concentration solutes. If you start to increase the concentration of the solute, the manner of solvation may differ, and chemicals may interact differently, obviously leading to a difference in vapor and partial pressure as well.
I doubt my understanding of this is any better than yours, but maybe this will set you on the right path, or someone will be able to elaborate better than I could. For both of our benefit, haha.