According to prospect theory, we have,
V(A)=v(1000)w(0.8) and
V(B)=v(2000)w(0.4),
where,
v(2000)/v(1000)<2.
w(0.8)<0.8, w(0.4)<0.4.
when the effect of w cannot overcome the effect of v (prospect theory allows this),
you can get V(B)<V(A), and so most people choose A over B.
So, your experimental result doesn't violate prospect theory.
Good luck to your research!