I think it's a good question to ask why we have the prion proteins in the first place. I don't have an answer to that. Are they required for normal functions, or are they a remnant of a viral protein inserted into our genome a long time ago in our evolutionary history? Certainly our approaches to eliminating the disease may differ depending on whether the normal protein is required for normal function, or if it is something extraneous we could simply do without.
It's not likely the mutant form would be the more energetically favored form, as it would then likely be the more naturally occurring form, unless there is something in our body that keeps it in check, and enzyme that continually converts it back to the "normal" form. My guess, and this is only a guess, is that the more likely explanation is that the mutant form, once it occurs, can catalyze the reaction of the normal form into more of the mutant form.
There was a news story that I just read (came out earlier this week, but I'm still catching up on missed news since I was away for the week) that indicated a woman was diagnosed with CJD on autopsy, but the disease was not present in her brain, but rather her spleen. I found this curious since CJD is typically associated with the central nervous system and transmission supposedly occurs through contact with tissues of the CNS, not peripheral organs. This woman apparently contracted the disease through a blood transfusion. To me, this suggests many more possibilities for human to human or animal to human transmission than have previously been recognized. While it still seems that animal to human transmission may be occurring, it seems to me that it's important to continue considering alternate routes of transmission among humans to ensure proper precautions are being taken to prevent further spread of the disease.