Not recently, there was the initial rumor then there was an event held in Asia somewhere that had systems running Vega playing Prey set up (I can't find the images right now since I'm at work). There were banners that had AMD logos and an "Optimized for Vega" which all looked pretty legit. That has been literally all I've seen though so it could have just been a really early tech demo and we're hyping the correlation a bit too much.
It probably is legitimate then. I couldn't remember if it was something "official" or was a leak like someone had taken a picture of a poster or cardboard cutout.
While that is true, it makes absolutely no sense. "Vega is coming, so prepare yourself by finishing Prey ahead of time!" I guess the message must be that Vega is so awe-inspiring that you would either want to be staring into your case or at just a blank desktop, as playing a game might ruin the feeling of awe? Yeah, I'm not quite buying that.
The only way it makes for effective marketing is if Vega knocks the socks off of a Titan in this game. They could have no card, but show some performance results and Vega beating a Titan Xp by 15% and people would probably be pretty hyped. Even if that does happen, I probably wouldn't draw general-case performance from such a benchmark unless AMD made official comments to that effect.
Now, while all of that is certainly possible, but I'd bet my money on inept marketing by AMD. That's a far more likely outcome.