Good question. Dunno. People feel the need to do it though. But if I hear Obama say "God told me to invade France" I will be worried. Well, maybe not France.
Prayer, in my opinion, is just a security blanket that people can't let go of. Its not a nice to feel helpless, so praying makes it seem like you are at least doing something. There have been huge studies on the power of prayer, and the answer is it does just about as well as hoping for something. 50/50. Sometimes you win, sometimes you don't.
Prayer is not about asking for favors. Dear God may I win the lottery. God please help me make a million in the market. Prayer is designed to help you establish a realtionship with God. Any study that would classify prayer as a sometimes you win sometimes you don't proposition shows an ignorance of prayer in general.
You are right about one thing though prayer does provide a sense of security. Just not in the grade school "Linus and his blanket" way but the security of knowing that there is a higher power in control of things..