Topic on Talk:Prey

While when digging through the files of the steam version I noticed some japanese files, I can't find info about a dub anywhere.

Since someone made the claim, I have to assume it's accurate. This game predates digital distribution platforms and (mostly) unified easily accessible worldwide versions, so the Japanese dub could very well have been the creation of the local Japanese distributor, whom then also would own the copyright to that dub, preventing its inclusion in other versions such as the Steam version.

For a somewhat similar and more recent example, see NieR: Automata's Asian PS4 release that includes a Chinese translation that the Steam version does not include at all -- all because that dub was the creation of Playstation Asia and not the publisher Square Enix nor the developers Platinum Games.

So at this point the only way to say for sure regarding a Japanese dub is to actually obtain an original Japanese retail copy of the game from that time, and check what it includes.