As a Christian myself, though a non-traditional one, I’ll try to give you my perspective, which has helped me quite a bit where the traditional ones have left me wanting. The thing is, if God is omnipotent and all that, then the manner in which the world unfolds is essentially his "perfect plan. In that context, praying for certain things to happen is asking for our limited views and selfish motivations to supercede that plan. Sometimes we get what we want, because it is in alignment with that plan, and sometimes we don’t because it’s not.
To me, that’s not what prayer is about and that’s not why things happen the way they do. Afterall, everyone has to die eventually, and expecting God to heal everyone every time is obnoxious. Instead, I think we are here on our journeys to learn and to grow, and I don’t pray for God to heal people, but rather to help us learn and grow from the situation and gain peace with it. When people I love get sick, while I certainly hope they get better, I don’t pray for that because I realize that what I really want is the greatest good for us all which, if we believe in his divine plan, it must be. Instead, I pray that he helps open us to the experience and that we can learn from it and have peace with it.
Once I really, honestly tried out this alternative approach, I found that my prayers ended up being much more effective. In fact, situations that I would previously have fretted about for hours or days, I quickly lost that anxiety and, in fact, found that I almost always found that I got what I wanted, even if it wasn’t what I thought I wanted beforehand. In that sense, I felt as though, rather than fighting with the will of God, I instead became just a bit more in line with him, and so understanding and having peace with that aspect came that much more naturally.
In fact, in my most recent example from about two weeks ago, I started out praying for what I wanted, and when I realized and caught myself, I literally got an answer simultaneously. Interestingly enough, it wasn’t what I wanted when I started praying, but my approach to the situation was different, and I was mostly at peace with it.
And, since it was mentioned by others in this thread, I also think this is why so many people lose their faith when they feel their prayers are unanswered. It seems much to me like a child repeatedly asking their parents for a cookie and repeatedly being told no and concluding that their parents don’t love them, rather than asking their parents to explain to them and help them understand why not.
For others I guess the ‘we can’t understand why this happens’ explanation is good enough.