The Emperor tried to expunge all religious faith in favor of the Imperial Truth, based on science and knowledge.
However, some people, His own son Lorgar no less, started to believe that in his refusal of all heathen beliefs, the Emperor himself, in His magnificence, is very much like the gods He worked so hard to rid Mankind of. In all but name, the Emperor WAS a God, and despite the Emperor's distaste for it, Lorgar started to build temples to the God-Emperor, and spread the word of his Father's divinity among the population of the Imperium of Man.
Now the Emperor is regarded as a living God by humanity.
Currently the Emperor is living secretly among Mankind, gathering knowledge, working to progress scientific projects from the backseats, trying to prepare humanity for its destiny as rightful masters of the galaxy.
He will guide us, silently, towards a future where we will set out into the stars, settling more and more planets in the galaxy, and He will help us survive in the bleak darkness of our cosmos.
However, there will come a time when He needs to step out into the open, to guide us more directly, to unify Mankind instead of having us tear apart each other. He will make Himself known when Mankind has need of Him - and it will be glorious!
So do not despair if he does not answer your prayers. He is busy leading humanity onto the path of righteousness. Surely, the Greater Good of ALL Mankind is preferrable to your petty wishes?
If you look very carefully at human history and sagas, you might even find hints and glimpses of the Emperor....