Proof by contradiction:
Let us assume L is regular. Clearly L is infinite (there are infinitely many prime numbers). From the pumping lemma, there exists a number n such that any string w of length greater than n has a “repeatable” substring generating more strings in the language L. Let us consider the first prime number p ≥ n.
From the pumping lemma the string of length p has a “repeatable” substring. We will assume that this substring is of length k ≥ 1. Hence:
ap ∈L and
ap + k ∈L as well as
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ap+2k ∈ L, etc.
It should be relatively clear that p + k, p + 2k, etc., cannot all be prime but let us add k p times, then we must have:
ap + pk ∈L, of course ap + pk = ap (k + 1)
so this would imply that (k + 1)p is prime, which it is not since it is divisible by both p and k + 1.
Hence L is not regular.