There's nothing about atheism that intrinsically excludes prayer, except if it's to a god.

Atheistic Buddhists, for example, may chant and pray. Some more nature-based religions may pray to non-god spirits.

Generally speaking, the average atheist isn't bound to believe that prayer is anything more than talking to one's self, with all the benefits that could be derived from that.

 

Some religious people think atheists break down and pray when the going gets tough, saying there's no "atheists in foxholes". This is wishful thinking on the theist's part. It's part of a narrative that atheists actually do believe in a god - it's just that they want to sin, and try to pretend as though one doesn't exist.

It's difficult to have a productive conversation when you begin assuming that the other person is lying to you.