Vyxal, 99 8 bytes
ʀEĖeæa)ȯtȯ
Times out for numbers larger than 20. 1-indexed.
-1 thanks to @Shaggy
Explained
ʀEĖeæa)ȯtȯ # takes a single integer n
)ȯ # first n numbers where:
ʀ # the range [0, that number]
EĖe # to the power of 1/(2 to the power of each number in that range)
æa # contains a prime number
t # last number in that list