I'm been running linux lately so have not been using Prime95 much. The newer Prime95 version 25.3 has changed some on the file names. From the whatsnew:

Several files have been renamed so that they are not changed by Windows
save/restore. Prime.ini is now prime.txt. Local.ini is now local.txt.
Worktodo.ini is now worktodo.txt. The primenet.ini file has been
deleted - it is now a section within the prime.txt file.