If I remember correctly, prokka comes only with HAMAP database of HMMs, which will produce terrible annotations on prokaryotic genomes. To get good annotations you would need to install at least Pfam and TIGRfams. Don't know if you have done that or not, but you can find out by looking at prokka's annotations. If there are many hypothetical proteins for prokka where NCBI files have meaningful annotations, chances are that you don't have any extra prokka HMM databases. If you are literally comparing identical genomes, it may be better to go with NCBI annotations.