Prior change is discussed in observational constraints studies of nonlocally modified gravity, where a model characterized by a modification of the form similar to m2R rectangle R-2 to the Einstein-Hilbert action was compared against the base Lambda CDM one in a Bayesian way. It was found that the competing modified gravity model is significantly disfavored (at 22: 1 in terms of betting-odds) against Lambda CDM given CMB + SNIa + BAO data, because of a tension appearing in the H-0-Omega(M) plane. We identify the underlying mechanismgenerating such a tension and show that it is mostly caused by the late-time, quite smooth, phantom nature of the effective dark energy described by the nonlocal model. We find that the tension is resolved by considering an extension of the initial baseline, consisting in allowing the absolute mass of three degenerated massive neutrino species Sigma m(v)/3 to take values within a prior interval consistent with existing data. As a net effect, the absolute neutrino mass is inferred to be nonvanishing at 2 sigma level, best-fitting at Sigma m(v) approximate to 0.21 eV, and the Bayesian tension disappears rendering the nonlocal gravity model statisticallyequivalent to Lambda CDM, given recent CMB + SNIa + BAO data. We also discuss constraints from growth rate measurements f sigma g, whose fit is found to be improved by a larger massive neutrino fraction as well. The.-extended nonlocal model also prefers a higher value of H-0 than Lambda CDM, therefore in better agreement with local measurements. Our study provides one more example suggesting that the neutrino density fraction Omega(v). is partially degenerated with the nature of the dark energy. This emphasizes the importance of cosmological and terrestrial neutrino research and, as a massive neutrino background impacts structure formation observables non-negligibly, proves to be especially relevant for future galaxy surveys.