The bottom and the rightmost prime can both have only odd digits without 5. The probability for each prime to fit there is then only (2/5)^N times that. We can't see them as independent random numbers.
Here's another fun argument. The question boils down to "how common are primes?" And the answer is, very common. We can define a subset of positive integers as "small" if the sum of their reciprocals converges, and "large" otherwise. For example, the set of all positive integers is large (because the harmonic series diverges), and the complement of any small set is large. Well, it's possible to prove that the set of all primes is large, while the set of all numbers not containing some digit (say, 7) is small. So once you go far enough from zero, there are way more primes than there are numbers not containing 7. Now it doesn't sound as surprising that you can make squares out of primes, does it?
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