James Houston says that "this is absolutely basic to prayer, but it is easy to forget in today's world." (Houston, The Transforming Power of Prayer: Deepening Your Friendship with God, 34)
In this way prayer is like a sign. A sign is, ultimately, not about itself, but about something else; viz., that to which it points to.
Or, prayer is like a tool. Tools have specific purposes beyond themselves. This is important to know, especially for me since I inherited many of my father's tools but have no idea of what many of them are for. I've got a lot of tools sitting around, on display. This might look impressive, but tools are not meant to just be looked at. Like, "Look at all these tools lying here in my garage. Aren't they cool?"
We are not to pray simply because we can, or because it's the religious thing to do. Houston writes: "Prayer is our response to God's interest in us and his love for us. To pray is to become aware that God's Spirit lives within us. Through prayer, we explore a deeper and more intimate relationship with God." (Ib.)
Jeremiah 29:13 says, "You will seek me and find me when you seek me with all your heart." In true prayer we find God. That is the point of the whole thing. It's the point of our life.