"Be prone to"--have a habit or a likelihood of doing something. I am prone to forget my cell phone.
"Vulnerable" carries the sense of being wounded or hurt. "Be vulnerable to"--am unprotected against. I always get my flu shot so that I won't be vulnerable to the flu. Superman is vulnerable to Kryptonite.
"Be susceptible to"--can be influenced by. It can be something mild, good, or bad, not like a wound. I'm susceptible to the smell of fresh bread, and I can't walk past a bakery without buying something.