Technically, the trivial group has prime power order and is certainly subnormal (normal, even); so you need to exclude it. You mean nontrivial subnormal subgroups of prime power order.
Claim: If $S$ is nonabelian and simple, then the only normal subgroups of $S^n = \underbrace{S\times \cdots \times S}_{n\text{ factors}}$ are the subgroups of the form $H_1\times\cdots\times H_n$, with $H_i=\{e\}$ or $H_i=S$ for each $i$.
To see this, let $N$ be normal in $S^n$. The projection onto the $i$th component is normal in the image, hence is either trivial or all of $S$. Thus, we may reduce to the case in which $N$ is a normal subgroup of $S^n$ and all projections equal $S$.
Now consider the intersection of $N$ with $S\times\{e\}\times\cdots\times\{e\}$. This is normal in the latter subgroup, which is isomorphic to $S$; thus, this intersection is either trivial or all of $S$. Let $g\in S$, $g\neq e$. Since the projection of $N$ onto the the first coordinate is all of $S$, there exist $g_2,\ldots,g_n\in S$ such that $(g,g_2,\ldots,g_n)\in N$. Since $S$ is simple and nonabelian, there exists $x\in S$ such that $xgx^{-1}\neq g$. Since $N$ is normal,
$$(x^{-1},e,\ldots,e)(g,g_2,\ldots,g_n)(x,e,\ldots,e) = (x^{-1}gx,g_2,\ldots,g_n)\in N.$$
Multiplying on the left by $(g,g_2,\ldots,g_n)^{-1}$ we get that $(g^{-1}x^{-1}gx,e,\ldots,e)=([g,x],e,\ldots,e)\in N$. Thus, the intersection of $N$ with $S\times\{e\}\times\cdots\times\{e\}$ is nontrivial, and by normality must be all of $S\times\{e\}\times\cdots\times\{e\}$.
Similar arguments show that the intersection of $N$ with each coordinate subgroup is the whole coordinate subgroup, hence $N=S^n$. This proves the claim.
So now assume that $P$ is subnormal in $S^n$. Then there exist a sequence of subgroups $N_1\subseteq N_2\subseteq\cdots\subseteq N_k = S^n$ such that $P=N_1$, $N_1\triangleleft N_2,\ldots, N_{k-1}\triangleleft N_k=S^n$. But each of the $N_i$ is just a direct product of copies of $S$; in particular, $N_2$ is a direct product of copies of $S$, and $P$ is normal in $N_2$, hence is a direct product of copies of $S$. But since $S$ is simple and nonabelian, $P$ is not a $p$-group unless it is trivial.