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The way I see it is that praying is more an expression of loyalty and belief rather than an appeal for a favor or help. Why do soldiers salute a general? It is like an oath of fealty ... if you believe in God and you pray for aid for yourself and others it is a way of demonstrating that you put complete trust in God to lead you on to the right path in life. Obviously, an "all knowing" God would not need to have daily status reports and individualized pleas in order to guide people in the world. It is about declaring allegiance.

That is how I see it, but keep in mind that I am an atheist (but  was Christian before with an extensive history of Catholic schooling) so maybe  am wrong.