Not every game has PS4 Pro support at launch. Some games only garner that support after release. In the case of Arkane Studios' Prey, the developers implemented support for the first-person shooter in the most recent 1.04 update for the PS4 Pro.
Things such as less LOD usage have been implemented. What this does is ensure that there are fewer load-ins of lower to higher or higher to lower meshes going in and out of rendering as players move farther from or closer to an object or actor. At a distance the LOD (or level of detail) is made to render the lowest poly version of an entity. Up close it renders the highest poly version of the entity. In between there are various levels of LOD that renders to the screen in order to keep performance as high as possible on home consoles. Limiting the use of LOD means higher quality models on screen more often.
The developers increased anisotropic texture filtering from 4x (which was the standard base for Prey on the PS4) to 16x, which is the standard for most PC games. This was possible due to improved texture memory and more stable streaming. The more optimized the texture streaming, the higher the resolution textures that can be loaded into memory. Arkane also took time to improve the overall texture appearance in Prey, so players should be able to see higher quality parallax mapping, and more details popping out of images and objects, especially when going in for close inspections.
The developers also overhauled the effects in the game, adding more per-pixel effects for particles, as well as particle refraction. An upgrade to the shadows, dynamic lights and screen-space reflections have also been implemented.
It was noted by Digital Foundry during their test of Prey that there were no real PS4 Pro options on display with the vanilla retail build despite the box art promising PS4 Pro support.
However, there's a rather major problem that many others pointed out, despite the game receiving some upgrades specifically on the console version of the game on PS4 Pro: there are no upgrades to the resolution or frame-rate.
This was labeled by GearNuke as being disappointing, given that in the comparison shots they uploaded, some minor differences in shadows, lighting and texture quality were present, but overall the resolution on the PS4 Pro is still 1080p at 30 frames per second. I'm sure a lot of people who paid the extra money for a PS4 Pro are seething at the idea of putting more money into Sony's coffers while some games don't offer much in the way of actual performance boosts.
This issue has become serious enough to have some people considering holding off on getting a PS4 Pro in order to get an Xbox Scorpio later this year. However, Microsoft's system is still untested in the public benchmarking space and we don't exactly know if the hardware specs can brute force 1080p at 60fps like Microsoft seems to be hinting at. One thing is for sure, you won't be getting much out of Prey when it comes to additional resolution and frame-rate if you decided to get it for the PS4 Pro.