Let us learn a posuk with Rashi

After the plague called barad, hail, Pharaoh turns to Moshe and asks him to pray to Hashem on behalf of the Egyptians and promises to "send you out and you shall not remain (in Egypt)". 

Moshe responds: Chapter 9:29

"When I leave the city, I shall spread out my hands to Hashem, the thunder will cease and the hail will no longer be, so that you should know that the world is Hashem's". 

Rashi explains: Moshe insisted that he would leave the city. He did not pray inside the city because it was full of idols.

The simple meaning of the comment is that Moshe did not pray in a place full of idols but sought a more amenable spot to turn to Hashem. Two things remain unclear. First, is this a halachic restriction or an esthetic one? Second, why did Moshe clarify this point in his words to Pharaoh who was not sensitive to the niceties of prayer, and not clarify this matter to the people of Yisrael who he was charged with teaching?

It is true that the Torah is studied by the Jews, and they are the ones who are impressed by Moshe's words, nevertheless, the context is a statement to Pharaoh who did not respect Moshe's positions and was only interested in alleviating the pain.

It is important to remember that there is an overwhelming mystery connected to the process of the Exodus from Egypt and that has to do with the involvement of Pharaoh. Hashem could have taken the Jews out of Egypt without gaining Pharaoh's support for the event. Nevertheless, Moshe continues to speak to the king as though his support is crucial in the effort.

It may be true that there is a universal aspect to the Exodus and the giving of the Torah on Sinai to the Jews. In some manner the peoples of the world are also participants. Though chazal teach that the other nations rejected the opportunity they certainly knew that it was happening. Yitro, in certain Hassidic renditions represents the people of the world who will ultimately recognize the value of Torah and its teaching. Pharaoh, King of the largest and strongest nation in his time was the first one who had to recognize this matter and had to be taught that the world was changing. This was done slowly through the conversations with Moshe indicating (as in the end of our verse) "the world is Hashem's". 

This issue was brought to the table at first by Pharaoh himself, when Moshe told the king that his intention was to take the Jews to the desert where they will celebrate!

Pharaoh responds (chapter 5 verse 2): "Who is Hashem that I should heed his voice to send out the people? I do not know Hashem, nor will I send out the people!"

The issue was not only one of strength but also of theology. Moshe represented a position (the world is G-d's ) that Pharaoh could not comprehend. One G-d. One ruler. And only one decider.

Moshe was educating Pharaoh that the world was going to change and the king was the first to participate in that change. When Moshe had to pray in public he insisted that he had to leave the city. It was important that Pharaoh did not have the opportunity to make the crucial mistake. He was not to think that though Moshe had the power of prayer, there were many god's who might be involved in responding to the prayer. Moshe was concerned that the king is not given the opportunity to make this crucial mistake and be excluded from the process. Moshe was giving clear messages to Pharaoh who would finally learn that Hashem was in charge of His world.