I have always imagined it in the Catholic sense -
Ilúvatar (

) was the main god whereas the Ainur were more like angels or saints. I'm not Catholic either, but to my understanding they pray not only to God but saints as well? Just like mariners called upon Uinen on stormy seas.
edit cause I'm not going to double post because of this, but there's also just one L in Ilúvatar.