They're almost always broken down, but there are exceptions. In our gut, there is for example a cell type that's taking small samples of the proteins and longer peptides, in order to feed "information" to our immune system about what might be lurking in our gut. Unfortunately that includes prions. Some of the prions end up in neurons rather than the immune cells, and that's where the problem can happen. In principle it only takes one single prion to trigger the disease.