Prayers don't work so why do religious keep jabbing at it?

[Anomalocaris]

A more self deceived man is apparently deemed a better man.

Normally we don't think of Kierkegaard as someone who advocates self-deception. 

Granted, any kind of human thinking can result in us fooling ourselves. But why do you think prayer -- of the kind Kierkegaard recommends -- is going to lead to "a more self deceived man"? 

Without hearing your reasoning it sounds a bit as though you were begging the question.

Because it generally wouldn’t be considered a prayer if it didn’t rely to some degree on belief out of proportion to evidence that one is communicating certain selected and formatted information to outside entity in the expectation of soliciting certain response through the prayer.    If that were not an element of the prayer, then perhaps few would have called it prayer rather than just meditation. 

In many cases, the prayer is self deceptive at more than that one layer.   It is also self-deceptive in that the hopes of the prayer often contradicts the alleged nature of the supposed outside entity.