I sort of thought that was the entire point. He revels in the ridiculousness of it. It balances out what would otherwise be the unassailable weight of his purpose.
People dream. Worlds dream. Some dreams I give, and some dreams I take, but in dreams I am always there, with you at every pass, every twist, every terror. And prayer? Prayer is implicit. There is no need for prayer when you are with me every time you close your eyes, every time you let your mind wander. I am beyond prayer. I am Dream.