The Gemara quotes Rabbi Helbo in the name of Rav Huna as teaching:
One must always be vigilant with regard to the afternoon prayer, as Eliyahu’s prayer was only answered in the afternoon prayer, as it is stated: “And it was at the time of the afternoon offering that Elijah the Prophet came near, and he said: Lord, God of Abraham, Isaac and Israel, let it be known on this day that You are God in Israel, and that I am Your servant, and that I have done all these things at Your word. Answer me, Lord, answer me, that this people will know that You, Lord, are God” I 18:36-37). Because Eliyau was answered in the afternoon prayer, it has particular significance.
In response, the Gemara quotes other Sages who recommend vigilance in the other prayers, as well.
Rabbi Yohanan said: One must be vigilant with regard to the evening prayer as well, as it is stated: “Let my prayer come forth as incense before You, the lifting of my hands as the evening offering” (Tehillim 141:2).
Rav Nahman bar Yitzhak said: One must be vigilant with regard to the morning prayer as well, as it is stated: “Lord, in the morning You shall hear my voice; in the morning I will order my prayer unto You and will look forward” (Tehillim 5:4).
The Keli Yakar explains that there is reason to issue a particular warning with regard to the afternoon prayer and to underscore its significance because there are many reasons liable to cause one to neglect to recite the afternoon prayer or to fail to recite it with the proper intent. Unlike the morning prayer, which one recites before he leaves for work, or the evening prayer, which he recites after returning home, often, one must interrupt his activities and recite the afternoon prayer. Therefore, he is warned more sternly with regard to that prayer. For that same reason, the afternoon prayer is highly significant, as one must disengage himself from all involvements in order to pray. Rabbi Yohanan, who underscored the significance of the evening prayer, did so because he believed that it too required reinforcement due to the fact that it is optional and, when one is tired, he is liable to take it lightly. Rav Nahman bar Yitzhak underscored the significance of the morning prayer as well because he was concerned that when one is hurrying to leave for work, he may neglect to recite the prayer and rely on the fact that he can recite the afternoon prayer twice.