It started more of a superstition than a prayer.
“When the Philadelphia Flyers hockey team played Smith’s rendition of “God Bless America” before their game on December 11, 1969, an unusual part of her career began. The team began to play the song before home games every once in a while; the perception was that the team was more successful on these occasions, so the tradition grew.”
The numskull Yankee fans treat it like the national anthem.