I have no intention of belittling your experience, but I do have to wonder: Why would you pray to a God you KNEW did not exist? That seems to be a contradiction. And to WHICH god would you pray? Allah? Jehovah? Zeus? Odin? And while I'm sure you experienced something, how do you know it was a god and not just your own subconscious coming to a decision?
As for the radio program, the mainstream religions are generally based upon a God/supplicant relationship which is not unlike the Master/sub relationship. And it seems to me that, since these religions tend to frown upon sensuality and sexuality in the flesh, it would only be natural for some to seek it out in their "spiritual" lives. Personally, I'll take it in the flesh!