Believers are to pray IN the Holy Spirit , but there are those that for some reason feel a greater spirituality if they can justify praying TO the Holy Spirit and claim to have that liberty and revelation given to them of the Spirit. They look for others to justify that for them through some kind of consensus and want very much to preach it or continue to preach it as a deeper doctrine that comes from the deep things of God. Believers are to be guided in truth by the Spirit (Jn 16:13), walk and be led in the Spirit (Gal 5:16,18,25), be filled with the Spirit (Eph 5:18), pray in the Spirit (Eph 6:18) and be convicted by truth through the words of Christ that the Spirit brings to our remembrance (Jn 16:8, 14:17,26, 15:26, 16:13). When you read the following verse you get an idea that that the Spirit identifies with us as our companion in yearning for the return of Christ in (Rev 22:17,20)...
17 And the Spirit and the bride say, Come. And let him that heareth say, Come. And let him that is athirst come. And whosoever will, let him take the water of life freely.
20 He which testifieth these things saith, Surely I come quickly. Amen. Even so, come, Lord Jesus.