If God is all knowing, and transcendent ; Why should we pray to him? 

I got this questions from our Philosophy class, brought up while discussing about prayer, which was interesting since majority of the class claimed to have believed in God. 

The question got really into the discussion and you'll notice that their belief in God is shallow, and they merely see God as an additive to life. 

Here's the question : "If God knows what we want, then why should we pray to him?" 

I wanted to answer, but I was just waiting to be called (Which didn't happen) I opted to wait it out because I knew no one in class. 

Anyway, here's my answer : 

We all know that God is a transcendent and all knowing. He knows what we need, he knows what we want, so why pray to him? One word : Relationship. He desired for us to be intimate with him. We can see it in the prayer life of Jesus Christ. 

He wants us to be open in his offer of intimacy. He wants to establish a relationship with us. 

"God isn't in pain because he has lost something when trying to establish a relationship with us, stubborn, people. He is in pain because we, the people of the world, has lost something." -Ravi Zacharias 

When will you answer to his call?