The situation is explicitly adressed to in 12.6.9.
12.6.9 An army that intercepts an enemy army as the latter
enters a neutral country is considered to be violating that
country’s neutrality (see 12.7) unless (i) that country is a
major country, (ii) the enemy army is intercepted upon
entering its capital area, and (iii) the intercepting player
chooses to attack.
You would violate Prussias neutrality, which makes sense under 12.7. rules since you end your interception in neutral territory.
The exception clause, as I understand it, would only be applicable if the enemy had already violated the neutrality by entering the capital.