Depth priming still copies the depth attachment to the depth texture after the depth prepass, since the depth texture still needs to contain the MSAA resolved opaque depth and that is done by a copy depth pass.
The main benefit of using depth priming is reducing overdraw, not removing the copy depth pass.
If you want to have a depth prepass and no copy depth at all, please set "Depth Texture Mode" to "Force Prepass" instead of depth priming