Ok well it's not the slow mode switch common on other msi boards, it's not included on that one. Have you tried setting your overclock back to stock settings, rebooting and then running prime? See if it still does it, just to eliminate the possibility of a bios setting change being the problem.
Are you running prime95 version 26.6? There are some differences though I've not run the latest version. Typically it's recommended on haswell and later cpu's to run v26.6 but I'm not sure if that's got anything to do with it. I'd still think that small fft's would produce a steady state load unlike blend which cycles.
What are your settings like under windows power options? If set to balanced try high performance and run prime, see if that has any effect for you. You can also try reducing max cpu state under advanced options to 99% instead of 100% (sometimes there can be quirks). Another thing to check might be your c states in the bios, if c6/7 are enabled try disabling them. They should be under power options but I'm not overly familiar with the msi click bios 5. I tried looking at pics of both click bios 4 and 5 and had no luck finding a "c6" or "c7" option, only c1e. C6 is core parking, not sure if that's having an impact on your cpu or not. Setting windows to high performance in the power options 'should' disable/prevent core parking.