But we do. We need to pray for those who are lost, pray for their minds to be opened, pray that God's word will ring true to them, pray that our witness will be strong, and pray that the evil one will not have a foot-hold with them or with us. We are fighting a spiritual battle and need spiritual tools. Prayer is perhaps the most important of them all. This is what He does.
Prayer brings humility to the one praying.
It admits dependence on God. If we are humble and depended on God, we are more likely to hear His voice. Prayer means that you are seeking divine intervention. It works power to your words. It changes your heart.