Prayer changes you. You pray to make change in yourself. You pray to create the condition, the medium, the fiction, in which conscience, and consciousness operate. In which soul can operate in you. Thou the you. Through prayer we build, in Jeremy Bentham's phrase, the "nonsense on stilts" which is compassion, for yourself and all existence. If you think god has compassion, look around you. Make your own, or do without. It's DYI all the way down.