I've always heard you should "be careful" when doing Bible studies together and praying together. For some reason.
I've heard this too. Especially the praying together part.
Actually a man I really respected told me that once. He said that's when a woman starts giving over her heart and you shouldn't take it lightly at all. He was one of the best men in Christ I've ever known, so it's always stuck with me. He was called home way too soon so I can't ask him for more clarification now.
One on one prayer (serious prayer) is a pretty intimate situation, so I can see it. I mean, if you're really praying about something, then it would have involved discussing something that was
really important to one or both of you - and that means you opened up quite a bit just to get to that point. There is a certain amount of spilling of beans that would have precipitated the situation already.
But like, grace or something, that seems harmless enough.