It might be nice to think that we could all make our own individual rules and follow them and everything would work out just fine. But that is not the way we work. Societies where people make their own rules or where there are no rules to begin with are not successful.
Jesus told his followers how to find happiness. It was not through having every wish, every need and want fulfilled. It was instead a state of mind brought about by experience and wisdom.
Prayer, in some form, has been a part of the religious life of most cultures that have existed down through time. Mostly it was a means of calling to an unseen power for attention in some way or offering praise and thanksgiving.