When Jesus prayes in the Gospels, he is always alone to pray:
Luke 6:12
12 One of those days Jesus went out to a mountainside to pray, and spent the night praying to God.
Matthew 14:23-25
23 After he had dismissed them, he went up on a mountainside by himself to pray. Later that night, he was there alone, 24 and the boat was already a considerable distance from land, buffeted by the waves because the wind was against it.
25 Shortly before dawn Jesus went out to them, walking on the lake.
Luke 4:42-44
Mark 1:3542 At daybreak, Jesus went out to a solitary place. The people were looking for him and when they came to where he was, they tried to keep him from leaving them. 43 But he said, “I must proclaim the good news of the kingdom of God to the other towns also, because that is why I was sent.” 44 And he kept on preaching in the synagogues of Judea.
35 Very early in the morning, while it was still dark, Jesus got up, left the house and went off to a solitary place, where he prayed.
Mark 6:46
Luke 9:2846 After leaving them, he went up on a mountainside to pray.
28 About eight days after Jesus said this, he took Peter, John and James with him and went up onto a mountain to pray.
Mark 1:35
Luke 6:12-1635 Very early in the morning, while it was still dark, Jesus got up, left the house and went off to a solitary place, where he prayed.
John 11:41-4212 One of those days Jesus went out to a mountainside to pray, and spent the night praying to God. 13 When morning came, he called his disciples to him and chose twelve of them, whom he also designated apostles: 14 Simon (whom he named Peter), his brother Andrew, James, John, Philip, Bartholomew, 15 Matthew, Thomas, James son of Alphaeus, Simon who was called the Zealot, 16 Judas son of James, and Judas Iscariot, who became a traitor.
Matthew 26:3941 So they took away the stone. Then Jesus looked up and said, “Father, I thank you that you have heard me. 42 I knew that you always hear me, but I said this for the benefit of the people standing here, that they may believe that you sent me.”
Matthew 26:4239 Going a little farther, he fell with his face to the ground and prayed, “My Father, if it is possible, may this cup be taken from me. Yet not as I will, but as you will.”
42 He went away a second time and prayed, “My Father, if it is not possible for this cup to be taken away unless I drink it, may your will be done.”
Luke 23:33-34
Luke 23:44-4633 When they came to the place called the Skull, they crucified him there, along with the criminals—one on his right, the other on his left. 34 Jesus said, “Father, forgive them, for they do not know what they are doing.”[a] And they divided up his clothes by casting lots.
If in origin the prayer was always conceived as a dialogue between the entire Christian community and Jesus Christ, later in the Gospels Jesus is alone to pray. So the growing individuality of Jesus is directly proportional to his growing detachment from the community. Insofar Jesus is alone in prayer [=separated from the community], he gets a personality.44 It was now about noon, and darkness came over the whole land until three in the afternoon, 45 for the sun stopped shining. And the curtain of the temple was torn in two. 46 Jesus called out with a loud voice, “Father, into your hands I commit my spirit.”[a] When he had said this, he breathed his last.
Evidently this solitude of Jesus precisely in prayer is a deliberate move by the Evangelists. They knew that the apparitions and hallucinations of Jesus Christ occurred more often during the collective prayer (with the relative 'news' directly by the spiritual Messiah). The Gospel Jesus gained more importance insofar the his distance from the community occurred just during the moment par excellence the community could have usually a direct communication with Jesus: the prayer.