If there is no God, doesn't that make prayer worthless?
or along the same lines,
If there is no God, doesn't that make religion worthless?
I would answer both questions "no". There can be benefits to the individual, regardless of whether God in fact exists.
And, getting back to your original question, those same benefits are there EVEN IF God exists. No matter if your prayers are answered or not, prayer can have many benefits:
- sense of hope
- sense of relief
- can help people solve / resolve problems themselves by going through explicit statement / thoughts about the problem and their feelings
It's like a session with a psychologist. There are many benefits to simply expressing things explicitly, whether done "in your head," on paper, or out loud.
Stress is real and vitally important to control. Prayer helps with that, no matter if God exist or not.