This is pretty silly, isn't it? Is it that mind-boggling that data can be illegal to distribute, for example a movie or an unreleased game?

The prime number is a red herring. Given the prime number theorem, the probability that an n-digit number is prime scales as 1/log n, so it's easy to pad any data with random garbage that isn't executed until you get a prime. For a gigabyte of data that might be a few billion attempts. (Proving it's a prime will be harder.)