In the spirit of "every programmer loves to fizzbuzz", I rewrote this in Rust. Aside from rewriting it in a different language, the biggest change I made was only doing trial division against known primes <= the square root of a number we are checking for primality. Able to get the first 1,000,000 primes in 20 seconds:

    use std::collections::HashMap;

    pub fn first_n_primes(n: u64) -> Vec<u64> {
        let mut primes = Vec::new();
        let mut candidate = 3;
        let mut count = 0;
        if n >= 1 {
            primes.push(2);
            count += 1;
        }
        while count <= n {
            let candidate_sqrt = ((candidate as f64).sqrt().ceil() + 1.0) as u64;
            let mut is_prime: bool = true;
            for prime in &primes {
                if candidate % prime == 0 {
                    is_prime = false;
                    break;
                }
                if prime > &candidate_sqrt {
                    break;
                }
            }
            if is_prime {
                primes.push(candidate);
                count += 1;
            }
            candidate += 2;
        }
        primes
    }

    fn main() {
        let mut last_digit_pair_counts: HashMap<String, u64> = HashMap::new();
        let primes = first_n_primes(1000000);

        for i in 0..(primes.len() - 1) {
            let last_digit0 = primes[i] % 10;
            let last_digit1 = primes[i+1] % 10;
            let digit_str = format!("{}-{}", last_digit0, last_digit1).to_string();
            let counter = last_digit_pair_counts.entry(digit_str).or_insert(0);
            *counter += 1;
        }
        last_digit_pair_counts.remove("2-3");
        last_digit_pair_counts.remove("3-5");
        last_digit_pair_counts.remove("5-7");
        let mut ordered_keys: Vec<String> = last_digit_pair_counts.keys().cloned().collect();
        ordered_keys.sort();
        for key in &ordered_keys {
            println!("{}: {}", key, last_digit_pair_counts[key]);
        }
    }

which outputs:

    1-1: 42853
    1-3: 77475
    1-7: 79453
    1-9: 50153
    3-1: 58255
    3-3: 39668
    3-7: 72828
    3-9: 79358
    7-1: 64230
    7-3: 68595
    7-7: 39603
    7-9: 77586
    9-1: 84596
    9-3: 64371
    9-7: 58130
    9-9: 42843