They are different .. When you say " I prefer not to " here you don't want to do something . When you say " I don't prefer " it means you don't like something . Good Luck ! :)

‘I prefer not to say’ is rather formal. ‘I don’t like to say’ would be more informal. You can’t say ‘I don’t prefer . .’

We don’t say “I don’t prefer” we say I don’t like”