Jesus addressed this directly: "Your Father knows what you need before you ask him" — and then immediately taught the Lord's Prayer (Matt. 6:8–9). Apparently knowing-in-advance doesn't make asking pointless.
What prayer is for
Prayer is not data transfer; it is relationship. A husband doesn't tell his wife he loves her because she needs the information. A child doesn't run to a parent because the parent lacks awareness. The act itself is the thing.
What changes
C.S. Lewis observed that prayer doesn't change God; it changes the one praying. But Scripture also speaks of God responding to prayer (James 5:16) — somehow, in his providence, our prayers are woven into how he acts in the world. We don't fully understand how. We are invited to participate anyway.
The Orthodox lens
For the Fathers, prayer is theosis in action — communion with God that gradually conforms us to him. The Jesus Prayer ("Lord Jesus Christ, Son of God, have mercy on me, a sinner") is not asking God to learn something; it is the heart learning to breathe with God's name.
St. Theophan the Recluse: "Prayer is the test of everything; prayer is also the source of everything; prayer is the driving force of everything."
A pastoral word
If prayer feels useless lately, you are in the company of nearly every saint at some point. Keep showing up — even short, dry, distracted prayers. The Father is not impressed by polished words. He is delighted you came.