"If you will faithfully observe this entire commandment that I command you, to perform it, to love HaShem, your G-d, to walk in all His ways and to cleave to Him" (Devarim 11:22). The phrase "and to cleave to Him" implies that we have a precious opportunity in this world. Specifically, during our lifetime on earth we are able to draw close to HaShem and pray to Him whenever we want to do so. In light of this, the verse says, "Seek HaShem when He is found, cry out to Him when He is close." Meaning, as long as we are in this world -- "when HaShem is close" -- we can call out to HaShem and He will hear our prayers. However, in the Next World (Olam HaBah), there is distance and separation between man and HaShem. It is not possible to come close to HaShem and pray Him at all times, with the same closeness that we have in this world.
Man is privileged with a unique closeness to HaShem during his lifetime. Although the souls in Olam HaBah experience unbounded delight, they no longer have the same power of prayer that we enjoy .When we pray, it is as if we are speaking into HaShem's ear; and He will surely hear our prayers with great compassion!
Envision a man who needs a great favor from the king, a matter of life and death. His friends advise him to go to the palace and try to plead before the king. In the meanwhile, the king comes incognito into the city where this man lives and stays as a guest in his house. Only after the king leaves, does the man learn that the king had stayed as a guest in his very house. He falls to the ground and cries out, "If only I had known the king was in my house, I would have cried out before him. For sure he would have shown me mercy."
(Based on the commentary of the Chofetz Chaim)
