"Some Catholics do:"
Catholics pray to Jesus. Not to "baby" Jesus. YEESH!
Some Catholics pray to the Infant Jesus of Prague. This is one devotion I never got.
Well, Jesus is Jesus, but certainly there are times when many Catholics will picture him as an infant. I do when I'm contemplating the third and fourth joyful mystery.
(For non-CAtholics, the rosary traces twenty stages in Jesus' life, divided into four sections: The Joyous (from the annunication to Mary up through to the Temple), the Sorrowful (the passion), the Glorious (the resurrection) and, lately, the luminous (the public ministry).)