There is great power in prayer. Prayer can truly “avail much” (Jas. 5:16), but it cannot save an alien sinner from his sins. Consider the conversion of Saul of Tarsus.
Saul would later call himself the “chief” of “sinners” (1 Tim. 1:15). Was he saved from his sins by praying? In Acts 9, Jesus appeared to Saul on the road to Damascus. Jesus told Saul to “go into the city, and you will be told what you must do” (9:6). So, for “three days,” Saul was blind, he was fasting, and he was praying (9:9, 11). After three days of such intense prayer, was he saved? He was not! When the preacher Ananias came to him, he said, “Arise and be baptized, and wash away your sins, calling on the name of the Lord” (22:16). Saul still had his sins, even after praying. In order to be saved from his sins, he had to be baptized—the act by which you call on the Lord to save you.
“The Sinner’s Prayer” is not found in the Bible, but a penitent believer being baptized is. Let’s point people to God’s plan to save, not man’s.