As an atheist, the only time or two I've felt an urge to pray has been when I've felt very alone, and missed the comfort that came from praying and believing that someone with real power was listening. If that's what you believe, of course that's going to feel comforting (plus it provides opportunity for mindfulness and reflection).
Both fortunately and unfortunately, Christianity (which you did not mention, but your language is consistent with) did not hold up to scrutiny for me, so that full level of comfort isn't there, but thankfully many of the benefits can be found in meditation.