hemmm
that's because Jesus doesn't speak Arab. i'm so tired explaining this, it's like 4 times already, so please guys... Allah is just another word for God, it's God in the Arabian language. so when we say the word "Allah", it's just like saying the word "God". it means the same...
and when Jesus say pray to God, if he was Arabian-speaking, he'd be saying "Pray to Allah". If he was Hindi-speaking however he'll be saying "Pray to Bagwan". If he's Indonesian-speaking, he'll be saying "Pray to Tuhan". It all means the same. Dont' you get it?
always to my astonishment, why does some people think everybody in the whole world speaks English...