Because...
Prayer is the way Jesus taught us to know and love the Father who sees in secret [Matt 6:6].
Jesus prayed much, and it is our holy calling to follow His example [Mat 14:23], [Mark 1:35], [Mark 6:46], [Luke 5:16], [Luke 6:12], [Luke 22:44], [Heb 5:6-10], [1Pe 2:5], [Rev 1:6].
It is in fact, His command to pray [Mat 26:41], [Mark 13:33], [1Ti 2:1], [Eph 6:18], [Rom 12:12].
Prayer is the way to stay ready and alert, and not be surprised at His coming [Mark 13:32-37], [Matt 24:42-25:13], [Luke 12:34-40], [Luke 21:34-38], [Eph 6:18], [1Pe 4:7], [1John 2:27], [John 15:7,8].
The harvest is plenty and the laborers are few, therefore pray YE the Lord of the harvest, that HE may send laborers into HIS harvest [Matt 9:37-38].
The blessings of God are poured out on others (too), when we pray [Col 4:12], [2Cor 1:11], [Luke 22:31-32], [Acts 12:5], [1Jhn 5:15,16], [Eph 3:14-21].
God has so MUCH to accomplish in you and through you, and much of it will not come to fruition without much prayer. You will be in danger of only being full of good works; and not "bearing fruit in every good work" [Col 1:10], and of leaving your "First Love" [Rev 2:4]. [Acts 11:25-26] => [Acts 13:1-3], [Ps 116:12-13], [Luke 19:46], [Job 42:10], [John 15:7,8].
You are going to spend eternity praising God in His presence, and the more you get used to, and fully embrace this calling, by spending more time in His presence, by prayer, the more fruitful you will be in this life, and the more rejoicing you will have, at His coming [Col 3:1-2], [Eph 1:3], [Hbr 4:14-16], [Hbr 8:1], [Hbr 9:24], [Rom 8:34], [2Chr 30:27], [Rev 5:7-9], [Rev 8:3], [Luke 3:21], [Eph 2:6], [Rev 4:8-11].
AND, we might as well ask, "why breath?" As the body's natural instinct is to breath, so, the Christian's natural instinct is to pray. As the body needs air, at all times, our innermost being is in need of God's love, grace, presence, guidance, and encouragement, at all times. The fact that the literal translation of the word for "Spirit", in both Hebrew and Greek, is "breath", is no coincidence [Gen 2:7]. The essence of Christianity is that one lives a life of utter, and complete dependence on God. In Paul's words "For to me to live [is] Christ, and to die [is] gain." [Phil 1:21]
Prayer is essential to depending upon God. Our life in Jesus Christ began with a prayer, and, prayer is essential to keep us abiding in Him [Matt 26:41] [John 15:7,8]. When we received Jesus, we came to Him as hopeless sinners. We put our complete faith in Him, His work on the cross, His love for us, and His promise to save us. With that first prayer, we depended on Jesus wholly. Do we then depend on something else to keep us abiding in Him ? "having begun in the Spirit, are you now made perfect by the flesh?" [Gal 3:3] Whenever we neglect prayer, that is precisely what we are trying to do. We can no more bear fruit for God without praying, as the branch can bear fruit without abiding in the Vine [John 15:7,8].
The Bible says we are new creations in Christ [2Cor 5:17], having received a new nature, when we received Jesus. When we receive Jesus into our hearts, the Holy Spirit comes to dwell in us, and prayer became a natural desire : "For as many as are led by the Spirit of God, they are the sons of God. For you have not received the spirit of bondage again to fear; but you have received the Spirit of adoption, whereby we cry, Abba, Father. The Spirit itself bears witness with our spirit, that we are the children of God... the Spirit also helps our infirmities: for we know not what we should pray for as we ought: but the Spirit itself makes intercession for us with groanings which cannot be uttered" [Rom 8:14-16, 26]
So, if we are new creations in Christ, whose natural desire is to pray, why is it that most of us would confess, "I know I don't pray as much as I ought to" ? I really believe it's simply a matter of first recognizing that as Christians, we are two persons, the "Old Self", and the "New Self", and then walking in the flesh vs walking in the Spirit. This leads to an interesting paradox : we must pray, in order to walk in the Spirit, and, we must continue walking in the Spirit, in order to maintain a fervent desire to pray. There is hope from the scriptures for us, however, concerning this dilemna.
God in His infinite wisdom, creates new hearts inside old bodies. As Paul wrote, "But we have this treasure in earthen vessels, that the excellency of the power may be of God, and not of us." [2Cor 4:7] By creating us anew, and leaving us in these old bodies, we are forced to depend completely on God, in order to bear fruit for Him, so that He alone will get all the glory. When I pray with desperation, and the definite experiential knowledge that I am helpless in my own strength to perform that which God requires, God will act on His own behalf to perform His work within me, and He definitely gets ALL the glory. Any supposed fruit bearing, performed apart of the power and enabling of God, will end up being only the works of the flesh, in the final analysis. Moreover, just as it will always be a struggle to live in this body, like Jesus lived on earth, it will be a struggle to pray like Jesus did on earth. [Mat 14:23], [Mark 1:35], [Mark 6:46], [Luke 5:16], [Luke 6:12], [Luke 22:44], [Heb 5:7] Our flesh, that is, our old nature, though dead in Christ [Gal 2:20, a great mystery], presents us with a daily cross to bear. In fact, it is our old nature's instinct not to pray.[1Cor 2:14], [Rom 3:11] Moreover, the truth is, our old fleshly nature is too strong for us. [Gal 5:17, Rom 7:18], and will not allow us to live a godly life in Christ [Rom 7:24]. ONLY the Holy Spirit can overcome our flesh, and cause us to live victorious in Christ [Gal 5:16-25, Rom 8:13]. Whoever would have victory over their flesh, as God has commanded [1Peter 1:16] [Rom 13:14], and preordained [Eph 2:10] , must therefore learn to depend upon the Holy Spirit's power. [Here's the Pitch,] Whoever would receive the Spirit's power, must daily come to Jesus and ask Him for it. Jesus said "If any man thirst, let him come unto me, and drink. He that believes on me, as the scripture has said, out of his belly [innermost being] shall flow rivers of living water." [John 7:37,38] He also said "how much more shall [your] heavenly Father give the Holy Spirit to them that ask him." [Luke 11:13] "Asking" implies prayer. Therefore, to receive, and consistently depend upon the Holy Spirit's power, requires prayer.
Still not convinced ? Well, here's a solid exhortation to pray, if there ever was one. If you are convinced, please click the "Next" button, or, you might try the How to Get Started page too...