Look at the find manual, and you'll see:
-prune If -depth is not given, true; if the file is a directory, do not descend into it.
If -depth is given, false; no effect.
That's why you see nothing.
if you want to avoid the /proc folder, you can simply use a pipe and grep your results:
find / -xdev \( -perm -04000 -o -perm -02000 \) -type f | grep -v ^/proc