Write
$$\theta(x) = \sum_{p\leq x}\log p.$$
By partial summation, you can show that
$$S(x,n) = \frac{\theta(x)}{x^{n/2}}+\frac{n}{2}\int_{2}^{x}\frac{\theta(t)}{t^{1+\frac{n}{2}}}dt.$$
The strongest forms of the prime number theorem to date tell us that there exists a constant $c>0$ such that if $t\geq 2$, then
$$|\theta(t)-t|\ll \begin{cases}
\sqrt{t}(\log t)^2&\mbox{if the Riemann Hypothesis is true,}\\
t\exp(-c (\log t)^{3/5}(\log\log(3t))^{-1/5})&\mbox{otherwise.}
\end{cases}$$
(I think that $c=1/100$ is permissible.) You can now estimate $S(x,n)$ for any $n$ that you want. If $n\leq 2$ (in which case $\lim_{x\to\infty}S(x,n)=\infty$) and you care about the quality of the error terms, then it might matter whether or not you assume the Riemann Hypothesis.