Saw this had just been answered, so butted in - not really interested in religion in any way (I think the world would be a better place without to be honest....)
Anway, that aside, I reckon it's just an emotion thing. People need to pray because it makes them feel better.
It's like me doing the lottery. I know I have little chance of winning, but the fact that I do it gives me a reason to hope for something better. I need that hope to help me get by, and others probably need to pray cos it makes them feel better.