The question boils down to how you view the concept of "more".
From a concentration standpoint, there are obviously more natural numbers in most given ranges than there are prime numbers. Obviously the concentration of natural numbers is 100% versus the primes, which would approach 0 at larger ranges.
However, it is possible to create a bijection between the natural numbers and prime numbers, which means that for every natural number there is a uniquely matched prime number. In this way the two sets of numbers are equal in order (there are the same amount of natural numbers and prime numbers).
Personally, I think the term "more" in this context implies the latter. I'd be surprised if anyone sincerely considered concentration in their answer.
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Nailed it