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Why is $\sum_{n=1}^\infty \frac{\sigma_a(pn)}{n^s}=(1+p^a-p^{a-s}) \zeta(s) \zeta(s-a)$ only when $p$ is a prime number?

I tried to find the summation for $a,b\in N$ and $s>a+1$ $$ \Omega_a(b,s)=\sum_{n=1}^\infty \frac{\sigma_a(bn)}{n^s}$$ where $\sigma_a(n)$ is sum of positive divisors function which defined by $$ \...
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