Yeah, I guess they could've prayed to him. Which, maybe they did? I don't know. But even if he could hear their prayers, he still wouldn't know where they were. They had no idea where they were so they couldn't tell him, and they've got the symbols on their ribs so he can't just find them.

I would assume he could still hear their prayers. I mean, he was still getting info about the niphilim on a celestial wavelength, so that would be the same as getting prayers. But maybe they didn't bother praying to him? I mean, what's the point of praying to him if he couldn't come and get them anyway and they didn't know where they were?