mRNA encodes instructions for creating proteins, and prions are mis-folded proteins. I think the concern is more, our bodies' natural mRNA is unlikely to create prions or it would be a common occurrence, but lab-created mRNA isn't made of the same parts and doesn't have that millennia of evidence behind it.
This lab created mRNA creates a protein from a highly infectious virus, so it's probably not a big additional risk over the medium term (body probably gonna be folding some of them either by vaccination or infection).
Prions are mis-folded proteins which cause a cascade of mis-folding in proteins of the same structure which are already present in the body. The mis-folding affects their biological activity.
The “proteins of the same structure” we are talking about here are virus spike proteins. Assuming that there is a pathway that leads to the misfolded form propagating to begin with, the damage is that other spike proteins don’t work. These proteins, however, were never intended to perform any function whatsoever.
