Praying to the gods for revelation doesn't work.

Supposing that you lived in a universe where you could pray for and would then always receive infallible instruction, it would be rational to pray.

I'm talking about the real world, not an imaginary one. You can make up imaginary worlds to come up with a counterexample to any generalisation you hear, but it amounts to saying "Suppose that were false? Then it would be false!"