That's right, why do Christians pray to their god? I never really got the point.
Millions of Christians will pray to their god and ask for his help, mercy, etc. Yet I keep hearing how the Christian god is all-merciful and good, so why bother begging him to be something that he already is?
Christians also believe in the devil who they see as the source of evil. Perhaps they should ask Satan not to be so evil by praying to him? Christians can't make their god any more merciful than he already is and neither can they make him act in their personal circumstances.
However, praying to the bad guy might get them a result.