Partridge gives this derivation chain:
sticky, adj. (Of persons) wooden, dull; awkward: 1881, Mrs Lynn Linton (O.E.D.). Ex stick, a dull person.—2. (Of stock) not easy to sell: Stock Exchange: 1901, *The Times, Oct. 24 (O.E.D.) : > by 1920, coll Cf. sticker, 1. q.v.—3. (Of persons) not easy to interview; unpleasant and/or obstinate; difficult to placate: from ca. 1919. Ex :—4. Of situation, incident, work, duty : unpleasant; very difficult : 1915 ('A sticky time in the trenches': O.E.D. Sup.); T. S. Eliot, in Time and Tide, Jan. 5, 1935, '[St Thomas of Canterbury] came to a sticky end.' This sense derives prob. ex senses 1 and 2 + S.E. (? orig.—1989—coll.) sticky, (applied to troops) apt to hesitate in obeying commands (O.E.D., adj., 2, 949 §2, b).
[Emphasis added]
To answer the original question:
Yes, gerunds all end with -ing, simply by definition. A gerund is, in Latin, a form of the verb which can be construed as (i.e. has functional characteristics of) a noun – it can act as subject or object of a verb, for example, or can take a plural ending. In English, the only category which meets this definition are "verbal nouns" or gerunds, which consist of a verb and a special -ing suffix which turns them into nouns. Although they look like present participles, they are morphologically separate, as we will see...
To answer the bounty question:
The gerundial -ing and the present participal -ing are, in fact, two different suffixes.
Let's start with the gerundial -ing. This is related to modern German -ung and modern Dutch -ing. It started life as a suffix forming nouns of action in Old English, usually written "-ung" - "gaderung" (gathering), "ceaping" (buying and selling). These gerunds were originally abstract, but even in Old English they started to develop into nouns of completed action, etc.: "bletsung" (blessing), "weddung" (betrothal). They subsequently developed plurals, and sometimes became concrete: "offrung" (offering). These uses all developed in the Middle English period, and by late Middle English they were well-established, particularly the gerundial use. Essentially, therefore, there never was a competing form for the gerundial -ing. It started off as "-ung" or "-ing" and continued in that form.
The present participial -ing, on the other hand, started off life as the -ende / -ande form that you refer to. It's related to modern German -end, and Swedish -ande. Even in the Old English period, -ende was often weakened to -inde, and by early Middle English there seems to have been a tendency to confuse "-inde" and "-inge" (this is particularly noticable in Anglo-Norman manuscripts of the 1300s.) Northern forms of the language retained -inde forms, however, though the distinction is not particularly obvious in Northern dialects, since both "g-dropping" and the tendency for "d" to be diminished after a preceding nasal consonant in an unstressed syllable (see, for example, the tendency to say "an" or "en" instead of "and" - "rock 'n' roll") means that either -ing or -ind may generally be produced as -in'.
It's possible that, in the later Middle English period, the development and prominence of the gerundial -ing, perceived as a quasi-verbal ending, also helped to strengthen the participial -ing. But their origins are quite separate, with participial -ing as a diminished form of -ande, while gerundial -ing has undergone few changes from its original form.
Information from my own knowledge, and from the OED's entries -ing, suffix1 and -ing, suffix2. Examples taken from OED, because they are excellent illustrations of the points.
Best Answer
It ends in ‑er because it mostly started out that way, and that aspect of it did not change.
The OED says that this word was initially a direct borrowing from French, and that its etymon was the Norman French word praere. They attest an incredible number of variant spellings for this word in Middle English. Just take a gander at how many different historical approaches there have been! As Greg Lee mentioned in comments, the spelling we now use today ended up being the luck of whatever of those super-many spellings in manuscript form that the early printers decided on for printing.
Sure was convenient when people actually spelled things the way they said them, now wasn’t it? So, do you like any of those better than the one we use today? :) You can be sure that whichever one you pick, the fellow in the next village will have chosen another one. Happy days.
They list as its etymology the following:
And give the following etymological note:
So we’ve had the one-syllable pronunciation in poetry since the end of the 15th century, but the two-syllable version could nonetheless still be found through at least the middle of the 17th century, if not later.
That means that the two-syllable pronunciation was still being used when the printed form got frozen forever.
Never Forget
Remember that English spelling today represents only Middle English pronunciation from half a millennium past, not that of current English. Spellings were locked down long ago, just as soon as we starting setting words in lead — meaning, in movable type. That froze everything. Pronunciations all changed dramatically after that, and often very soon afterwards during the Great Vowel Shift, but by then it was much too late to change those frozen spellings.
Plus you can indeed still have a two-syllable prayer, meaning one who prays.