When a person does a mitzvah, he does not necessarily add anything to himself, but when a person studies Torah, he does acquire something.
Also when one prays one does not necessarily acquire anything.
On the contrary, it is said that a person should not even enjoy it.
If he gets pleasure out of prayer, out of seeing himself in the act of prayer, he should perhaps do something else.
A Tzadik once went to an extreme in this respect—saying that he preferred someone who said that he fasted from one Sabbath to the next to someone who actually fasted, because a person who claims to fast deceives only others whereas a person who actually fasts deceives himself.
So long as there is a feeling of triumph or satisfaction, the point is missed. What should remain has to be more in the nature of burnt ashes, or, at the highest level, no residue at all.
The peak experience should be beyond all feeling, or the capacity to talk about it.
It is also maintained that the highest level of prayer cannot be visible from the outside.
When someone is visibly devout in prayer, the prayer is likely to fall short of the highest.
It was said of a certain Tzadik that when he prayed he looked like a burnt-out wick.
He was nonexistent.
–Rabbi Adin Steinsaltz
From In the Beginning, p.147, by Rabbi Adin Steinsaltz