I'm guessing this thread is inspired by another thread, where just keep praying as given as advice. And I was one of the people who said that, so I'll give my take here.
From my experience, prayer can often times lessen anxiety over any situation--even if the situation persists in an unresolved (as far as we can tell) state. It is also a reminder that our relationship with God is always the first priority. When we are feeling anxious or unsettled about something, oftentimes it is because we are actually in a good place with God. If we allow the situation that is causing anxiety or uncertainty, or loneliness (like the in the aforementioned thread) to take over our thoughts, we will probably stop focusing as much on our relationship with God. To suggest that one keeps praying about the situation is to remind one to keep focusing on God, above all else.
I was reading somewhere yesterday where someone gave the advice to another person to just pray about it. It may have been your post or it may not have been, I don't recall. However, it is a topic that I have thought about a lot.
I must confess that I am the opposite of you in that prayer can often lead to anxiety, especially if I am expecting an answer of some sorts. I struggle with knowing the answer to some questions and when I pray and things do not become any clearer or, as it sometimes occurs, things become more muddied then my anxiety level increases.
I understand prayer to be communication with God and often it feels one sided. We pray but receive no response or are left to "guess" the response. If my wife tried to have a discussion with me and I never responded I would be in the dog house for sure. And yet, often we are taught that God's silence is a no or a "not yet". But the question is: Is this what God is really saying? Or are we interpreting a non-response as a response so as not to become anxious or disillusioned?
I had a very well known Orthodox priest tell me "Providence is the greatest elder God gives us." If this is true then why do we need to "pray about it". We are told in the Gospel that the Father already knows what we need before we even ask. So this goes towards what
@gurneyhalleck1 was saying. If this is the case then why do we need to pray about any situation? Why not approach prayer as an act of communion rather than asking for an outcome about a situation or need.
There was a book that I read as a Protestant,
Decision Making and the Will of God by Gary Friesen, which basically asserts that we know God's will through the commandments and Gospel. So when confronted with a choice between A and B we don't need to try and figure out some mysterious will of God. Rather we ask whether one or the other goes against the revealed will of God, by putting them against the commandments and the Gospel, and if one does and the other doesn't then the choice is obvious. Yet if both are in agreement with the revealed will of God then you just make the choice which you feel is best and not worry about if it is part of God's mysterious will.
I think we are influenced by this mysterious approach to living that I must find out God's will before I do something. And so we either seek out an elder or we wait for a sign or we become anxious awaiting the revelation from God.
I have never prayed and felt as if God was leading me in one particular direction. Perhaps it is because of my great sinfulness. And this doesn't mean that I haven't prayed either. What has happened in the end is that after much prayer I often have to make a decision which I think is best sometimes it is successful and other times it is a complete failure.
I just take particular issue with the notion of "just pray about it" because it can be a damaging approach.