Sentinel Fusion is based on a specific set of alerts. It is not a strong or global form of correlation. There is a URL in the fusion (multi-stage attack) rule description to see the full list.
Sentinel now integrates with the Defender XDR portal (security.microsoft.com) where broad correlation is applied. This is based on entity mapping. This requires Sentinel alert rules with proper entity mapping. Verify by looking at the alerts in the XDR portal; you should see the entitles listed. For Prisma I assume that is IP and URL or domain mapping. Correlation will then be automatic.