The two have opposite meanings yet the prefixes are almost synonyms.
By the 1590s, priceless took on its modern meaning of having a value beyond price.
This makes sense because if I said to you,
"This object has no price."
the implication is that the object has no price because it is not for sale, and it is not for sale because I cannot put a price on something so important or meaningful.
But, if I said to you,
"This object has no worth."
the implication is that the object has no value, the object has zero significance or meaning to me.
In short, price and worth are not in fact synonymous. Therefore, price-less (without price) and worth-less (without worth) are not synonymous, either.