It's because Jesus' prayer life was even more powerful than His miracles or His doctrine. It was His union with the Father that gave Him His power to work miracles and His authority to speak as no man had ever spoken before. Jesus said that it was His Father who was doing the miracles through Him and that His doctrine was not His own but the Father's.
The same is true today. Jesus said in John 15:5 that without Him, we can do nothing. There are many things that we should do in addition to prayer, but there is nothing that we can effectively do without prayer. Prayer is one of the main ways of abiding in Him (John 15:7). Our request should be like these disciples' "Lord, teach us to pray."
We should come expecting to receive answers to prayer. The Father is ready and willing to answer our prayers. Just ask and you shall receive.