Why do Christians still pray to God if bad things keep happening over and over again?

There have always been wars around the world, most of which are driven by race or religion. There has also always been a significant gap between the super-rich and the poor, many of whom cannot afford healthy food or proper healthcare, or live with very few opportunities. Additionally, sudden health problems or deaths in families often cause catastrophic and lasting trauma for the relatives. Unhappiness, failures, sadness, misery, sorrow, and other forms of suffering affect people regardless of whether they are Christian or not. So, why pray if, for thousands of years, prayer has seemingly changed nothing? Nothing at all. It appears that religion can resemble fanaticism or even perpetuate slavery because, if something isn't working, why would intelligent people continue with it? This is especially relevant when it comes to praying to God.