Q. Why do we pray to an omniscient God?
A. We pray to an omniscient God because we can tell Him anything.
W. Bingham Hunter has pointed out that the Western mindset says that we need not bother to tell anything to a God who knows everything. The biblical mindset, however, is that an omniscient God knows everything already so there are no barriers to our sharing anything with Him. Because of Christ, we need not fear sharing our hearts with God. He knows them already (1 Samuel 16:7, Luke 16:15, 1 John 3:20, etc). The Bible assumes and encourages prayer to an omniscient God (Psalm 139:1-23, especially v. 4).