If the exact name were so important, Jesus would have used it in his model prayer. Instead, he said 'when you pray, pray this way. Our father...'
You think any witness would ever pray without mentioning the name Jehovah (over and over and over?) well Jesus didn't mention it once! Ever. Seriously. Like phizzy said, he's just God. Yahweh was important to the Hebrews, he was their chosen people. But since Jesus came, he is everyone's God.