Prayer at the end thanks God for all that went on. Also, one way to develop love for one another is to pray for one another. The small group comes together in prayer for members who are in need. Or perhaps a prayer for joy will be given because everyone can see God working in so many places. However and whenever it is done, prayer is an intimate way for all in the group to come to love God and people.
Bible study is a little different in a small group.
You are not by yourself studying. You are not in a congregation listening to a Pastor give a Bible study. You are in a small group where questions can be asked, and answered, while you are studying. Experiences can be related that show how what is being studied has fit into someone's life. This can help you as you strive to apply the Word of God in your own life.