Connecting to God or a Higher Power is a focus of many religions, each religion having a different method of connection. The general consensus among religions regarding prayer is focusing on the personal conneciton between God and man.
However, in Judaism the connection through Tefilla (prayer) is the greater connection between the Nation of Israel as a collective entity to God, not necessarily focusing on each individual spiritual connection. The "soul of Israel" is innately one, and therefore the concept of private prayer does not essentially exist, since all prayer is said in the plural, and focused on the connection between the entire nation and God. The individual connection is part of the greater connection and not isolated from the national spiritual connection, as opposed to the concept of prayer in other religions, which only focus on the personal connection and not the collective.