True prayer is intended to change us. Just think about it from heaven's perspective for a second. God could obviously choose to always give us exactly what we request, but the Lord is after something deeper. And what might that be you ask? God wants us to trust Him entirely.
So can you trust God where your common sense cannot trust Him? Keep praying and watch how God increases your trust in Him.
Do you view prayer primarily as a way to get things you want from God? I don't believe that's how the Lord views it. I believe God looks at prayer more as a way to conform us into His image.
Think about what happens when we pray. We seek the Lord. And sometimes He doesn't even seem to be listening, let alone answering. And yet, God is never asleep at the switch. Not even for a second.