Why do some Christian insist on praying to JESUS rather than God the Father,as taught/exemplified in the Bible?

That'll be the Trinitarians. For some reason they think Son of God = God, and that Jesus talks to himself (even though the Trinity is found nowhere in the Bible and Jesus himself never taught it). We pray 'in the name of Jesus' or through Jesus because he is the mediator between God and ourselves. Imperfect, sinful humans are too unclean to talk to God directly. We can still have the privledge of talking to Him in prayer, but only through Christ.