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Answer: Well, actually, there is praying in the Book of Esther. When Esther told the Jews to fast for three days (Esther 4:15), they fasted and prayed. That's the only possible reason. Why else does a Jew fast? If it were not for religious reasons, what could it possibly accomplish? Of course the Jews prayed. When Mordechai and all the Jews fasted and cried, they were repenting and praying.
The strong faith in Hashem that Mordechai had is shown clearly, in that same conversation with Queen Esther. Mordechai asks Esther to speak to the king about the decree against the Jews, and Esther explains that if she went to the king she could be killed. Mordechai answers (verse 15):
"Even if you are silent now, the Jews will get relief and rescue some other way, and you and your father's house will be lost. And who knows? Maybe it was for just such an occasion that you were made queen!"
Mordechai knew that Hashem would help. If not through Esther, then some other way.
Mordechai's faith also gave him the conviction to add that perhaps Hashem had put Esther in that position so that she could help the Jews. The Talmud teaches that Hashem always prepares a means of rescue before He creates any problem that He gives us. The solution to any problem is always something already in existence, or it can be assembled from whatever is already in existence.
Thus, Mordechai knew that there were two things necessary for their rescue. They needed to approach the king to ask him to repeal or change the decree, and they needed to pray to Hashem that their efforts be successful.
That being the case, the second question is even more troubling. Why isn't G-d mentioned in the Book of Esther? Why aren't the prayers of the Jews explicitly recorded in the Megillah?
The Sages discuss this, and there are a number of answers. The Jewish way is to consider things from all angles, and to attempt to foresee all possible results. Thus, the Sages (in this case Mordechai and Esther) actually had a number of motivations for writing the Book of Esther as they did.
Two of the most paramount and salient reasons were the pragmatic reason and the moral reason. The pragmatic reason was because the Book of Esther was also archived in the royal annals of Persia and Media. This meant that pagans would handle the scroll from time to time. Most of the pagans in those days would not have accorded the respect to Books that contain G-d's Name that Jewish Law demands. If the Book of Esther would mention G-d's Name explicitly, the end result would be that G-d's Name would be desecrated, in violation of an express Commandment of the Torah. Therefore, they omitted any explicit reference to Hashem's Name.
In addition, it would not have been politic to place too much emphasis on the Jewish faith. Anti-Semitism was not dead, in the Persian Empire. Thus, they make no overt mention of Jewish practices, such as the reason for Mordechai's refusal to bow before Haman -- which was because of the idol worn around Haman's neck. Most of the people in the Persian Empire worshiped such idols, and the Jewish refusal to do likewise would have offended them.
And so, Hashem's Name could not be mentioned explicitly in the Megillah. Nevertheless, Hashem's Name is found in the Book of Esther hundreds of times, hidden and encoded in various fashions. It is the custom to concentrate on these allusions while reading the Megillah (Book of Esther) on Purim.
One example is where the words Yavo Hamelech V'Haman Hayom -- Hebrew for "Let the king and Haman come today" (5:4 in the traditional texts) form an acronym of the Tetragrammaton. There are many other examples of this.
Indeed, the Sages say that every time the Megillah mentions the word "the king," without specifying Ahasueraus, it is obliquely referring to Hashem, and telling us something that was going on in heaven. When Esther "stood before the king" (5:1) we are being told that she also prayed to Hashem and was granted a divine experience.
And this leads us to the moral lesson in the Book of Esther. Why indeed is Hashem found only covertly throughout the Book, and not overtly as in the rest of the Tanach? Why indeed do we find no miracles and open prophecy, only a few hints to prophecy? Where indeed was G-d when everything was going so well, when our enemies were vanquished and our lives were spared?
Where was G-d? The same place G-d is when people ask "Where was G-d when the evil decree was passed against us in the first place?"!
As I mentioned above, Hashem always prepares the cure before the disease, the means of rescue before the trouble. Therefore, Hashem manipulated events so that Esther would be made queen (against her will, by the way) many years before Haman decided to kill the Jews.
The turnabout of Purim was a miracle just as mighty as the miracle of the splitting of the sea. The difference was that the splitting of the sea happened through a miracle that defied nature, and the turnabout of Purim was a miracle that USED nature. Hashem was there the whole time, but behind the scenes. Hashem was manipulating everything that happened. Just as Hashem made Haman conceive of the plan and King Ahasueraus approve it, in order to warn us that we had sinned by attending the king's party, so too did hashem manipulate world events so that we would be saved when we repented.
This is alluded to in the very name of the Book itself! The word Megillah (literally "scroll") is related to the word "galuy," which means "revealed." The word Esther is related to the word "hester," which means "hidden." The turnabout of Purim revealed to us that Hashem is behind the scenes at all times, "hidden," so to speak. And thus the name of this Holy Book is Megillas Esther, the "Revealing of the Hidden."
It is therefore appropriate that the Name of Hashem is hidden throughout the Book, instead of openly revealed.
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