The significance of the scene is that it shows Prometheus determination to continue opposing Zeus without divine assistance. Oceanus is, like Prometheus, a Titan, the race of deities overthrown by Zeus in an epic battle for control of the universe. Oceanus uses his status as a Titan to try and convince Prometheus to stop provoking Zeus' wrath. But Oceanus gives the impression that he's just going through the motions; his primary loyalty is to Zeus, not Prometheus. Prometheus knows this, which is why he refuses Oceanus's offer to intercede on his behalf with the father of the Gods. Prometheus astutely recognizes that either Oceanus will fail to persuade Zeus, in which case his torment will continue, or he'll succeed, in which case Prometheus will be expected to prostrate himself before Zeus and bend to his implacable will; and that's not something he's prepared to contemplate.