At issue here, fundamentally, is the question of what 'history' actually is. Your question suggests you view artefacts and names as criteria for the study of something being 'history', which seems fair enough - but does the absence of these make studying something prehistory? If we study e.g. the ancient world in 2500 BC, does the lack of comparable material in Britain mean that studying that is prehistory, while studying Egypt is history? It's a difficult question, and can't be answered absolutely: different cultures will have different ideas about what is 'history' vs. 'prehistory' or 'myth', let alone different people. For my part, and I think most Egyptologists would agree with me, none of the Naqada periods are prehistoric; I would personally reserve that term for the Ice Age and earlier.

But there is a valid reason for this confusion, which is that in a sense Naqada III (and everything earlier) is prehistoric from a historiographical point of view. Egyptology has a very long history, and was a phenomenon in the ancient world as well as the modern, not least among Egyptians. The most detailed and accessible 'history' of ancient Egypt (that is, a lengthy and teleological narrative of past events) available to the Greeks and Romans was the Aegyptiaca of Manetho, an Egyptian priest who served at the court of Ptolemy I. The actual text of this is lost to us, but it was well known and was summarised by later Greek and Roman authors; Egyptology as a modern discipline therefore took Manetho's structuring of Egyptian history as a framework on which to construct itself.

Manetho divided Egypt into a pre-dynastic period, in which Egypt was ruled by gods and other divine beings, and a dynastic period. This dynastic period was divided into thirty-two dynasties, beginning with Menes, first king of the first dynasty. The fact that this 32-dynasty model is still used today, as I'm sure you're familiar with, is a testament to the influence of Manetho. Unfortunately, as I'm sure you're also aware, there are problems. Discovery of very early artifacts and inscriptions attesting to the reign and unification of Egypt by a king called Menes legitimised Manetho's history, but then objects were found (including those at Naqada) attesting to kings older than Menes, such as Scorpion. So they are, in a sense, prehistoric: they existed before (pre-) the time described in Manetho's History. Of course, we do not work on such a literal interpretation of the word, and so we tend to call then 'pre-dynastic', that is existing before Manetho's dynastic framework.

You might wonder why we don't just ditch Manetho's system, given it doesn't really correspond to reality (and leads to increasingly silly workarounds, such as inventing a Dynasty Zero to fit some more kings in). The answer essentially is that it's just too good a framework: it works broadly well enough, and corresponds generally closely enough to the evidence, that we can ignore the mistakes (his treatment of the Intermediate Periods is a complete mess, although our knowledge of these is also patchy), nuance away some of the rigidity (there was clearly a lot more continuity between some dynasties than the clear demarcation of Manetho would suggest), and call it a broadly useful tool for approaching Egypt, especially when introducing people to the ridiculously long span of Egyptian dynastic history.

So Naqada III is 'prehistoric' only in a technical, literal sense, and calling it 'pre-' anything is really a testament to the difficulties Egyptologists have had developing a better framework for studying Egyptian history than the one used by a priest almost 2500 years ago.