I look at this question in terms of dimensions.
Let's look at "ONE" dimension. In a one dimensional reality, you could have a line, but not a shape.
Time, is very much "One dimensional" to us. We know there is a past, and we know that there is a future, but we are somewhat stranded in the present. We cannot go back in time, and we cannot go into the future, rather, you and I move through time in what we call the present.
One person may not have had God the Spirit in their heart yesterday, another person may not have the Spirit until tomorrow but what matters is now. Not the past, not the future.
If we look at "Two dimensions" (Like a blackboard), we still have the "line" but now there can be shapes. With two dimensions the line can form a triangle, or a circle. It is the same "One Dimensional" line, but it can now exist in an entirely different form.
With "Three Dimensions" you add depth. Now, you not only have lines and shapes, but concepts, spheres and cubes can exist.
The "line" exists in all three of these dimensions, and the perception of the line in any one of these dimensions in no way negates its existance or importance in terms of any other dimension. It is always, "One" dimensional, "Two" dimensional, and "Three" dimensional, all at the same time.
It is fine and proper to pray to God the Father, to God the Son, and or to God the Spirit. You are still praying to the one true God, because if you go outside of our limited perceptions, they are one in the same.
Back to your original question...
I was just wondering why they choose God or why they choose Jesus.
Very often, especially in corporate prayer, I pray to God the Father, in Jesus Name. I do this for two primary reasons.
When the disciples asked Jesus "How are we to pray?"
Luke 11:1-3 Matthew 6:5-14 Jesus responded with the Lord's Prayer, which obviously begins with Praise to God the Father. (Also the first commandment.) Prayer is a basis of our relationship with God.
Also, in John 14:13 Jesus said that whatever we ask in His name, shall be done so that the Father shall be glorified in the Son. Sometimes this is understood as having to tack on a little "In Jesus Name I Pray" disclaimer at the end of the prayer, but I view asking in Jesus Name as asking for something that Jesus Himself would ask for. This attitude can have a dramatic impact on what we pray for and how we recognise Gods responses to our prayers.
Also, by praying in Jesus Name, we are acknowledging adoptive kin-ship through Christ. As His chosen, we are heirs to His Kingdom. Through His resurrection, we have been given eternal life, through His precious blood, we have been clensed of all our sin, in His righteousness, not our own, we can stand in the presence of God. So these words do have power and great meaning, therefore it is good and proper that they be spoken as well.
Almighty Father I pray that this was nourishing to someones spiritual health.
In Jesus Name.
AMEN.