I think that this is just probability in play. OTPs are usually 4 or 6 digits. Probability of seeing a prime number is little because of prime number theorem. I might be wrong though.
There are 78,498 primes less than 10^6 (so, primes less than 6 digits), meaning that there is about a 7.9% chance of independently seeing a prime OTP if the OTPs are uniformly distributed. That seems pretty high. The expected value for seeing a prime OTP after multiple trials is just 15.
So I wonder if your friend is just unlucky or if his OTP provider is using another method for OTP generation.