Prussia doesn't think much about war.
He isn't hurt by being attacked from another nation.
He always tells himself that he made it through worse.
During the Berlin Wall, when he suffered from Russia, did he thought it's like a daily routine.
He can just hold on a scream.
He thinks it's nothing.
After all, he got burned alive as a human, as a nation and people tried multiple times to choke him or drown him.
He thinks they are only kind with him.
That's one ground why he prefers to be around Russia. Russia will only hurt him physically, while others can hurt him mentally (Like Austria, Germany and Lithuania did).
Prussia also is anxious around fire.
He sees himself in it and gets extremely nervous around it and often becomes a panic attack, because he thinks they'll burn him again.
One in one, Prussia doesn't care about physical pain.
What he really fears is mental pain and (of course) fire.
Sayounara
-Nihon-Teikoku