First, note that
$$n\log n=\omega(n); \tag{1}$$
$$n\log n= o(n^{1+\epsilon})\; \forall\epsilon>0 \tag{2}$$
Furthermore, by Riemann summation,
$$\sum_{k=1}^n\;k^s =n^{s+1}\sum_{k=1}^n\frac{1}{n}(k/n)^s\sim n^{1-s}\int_0^1x^sdx=\frac{n^{s+1}}{s+1}\;\forall s>-1 \tag{3}$$
Next, with $p_n\sim n\log n $ and the above we may say
$$\frac{A}{2}n^2\sim A\sum_{k=1}^n k \le \sum_{k=1}^n\;p_k\le B\sum_{k=1}^n k^{1+\epsilon}\sim\frac{B}{\epsilon+2} n^{\epsilon+2}. \tag{4}$$
(For some $A,B>0$, any $\epsilon>0$, and sufficiently large $n$.) Hence
$$\frac{1}{n^t}\sum_{k=1}^n\; p_k$$
is asymptotically greater than a constant times $n^{2-t}$ (so $\lim$ diverges for $t<2$), and is also asymptotically less than a constant times $n^{2-t+\epsilon}$ for any $\epsilon>0$ (so $\lim=0$ for $t>2$).
When $t=2$, use Abel's summation formula to say (for some $C>0$)
$$\sum_{k=1}^n\; p_k\ge C\sum_{k=1}^n k\log k= \frac{n(n+1)}{2}\log n-\int_1^n \frac{\lfloor x\rfloor(\lfloor x\rfloor+1)}{2}\frac{1}{x}dx$$
$$=\frac{n(n+1)}{2}\left(\log n - O(1)\right) =\omega(n^2)$$
hence $\lim$ doesn't exist at $t=2$.