For some reason that I cannot explain Prokofiev's music has never been close to me. I cannot connect to it; to me it seems to contain little if not indeed nothing more that the actual music. This may sound odd, but when I listen to Shostakovitch there are, to me, multiple layers; his music is always different when I listen to it at different times or in different moods. Moreover, different performers/conductors perform the music in so many different but equally valid sounding ways (compare Mravinsky with Kondrashin with Maxim Shostakovitch, for ex). In other words, Shostakovitch seems, again to me, to contain so much beyond and behind the notes (Mahler and Bach are others) where Prokofiev does not.
No doubt my loss, but so it is. Among the very few pieces by Prokofiev I ever return to, if rarely, are the 6th Symphony and 2nd Piano Concerto.
all best,
gep