Why Pray?

Prayer is one of the greatest  puzzles to the believer.
We are admonished to pray. But does prayer involve an unconditional obligation on the part of God to give us everything we ask of Him?
One of the most difficult promises the Lord Jesus Christ give His disciples and to us is found in Luke 19:
"Ask, and it shall be given you; seek, and ye shall find; knock, and it shall be opened unto you."
So, why doesn't He give us what we ask Him? Or does He act like a wise and good Father to give us only what we need and what He thinks is best for us?That's what we do for our children. Yet we would be so disappointed if our children didn's ask us for those things demonstrative of their age and maturity or lack of it.
The words of Jesus found in Luke 11:9-13 cannot be separated and studied apart form the unique parable of The Three Friends found in Luke 11:5-8. And in reality the parable and the consequent teaching cannot be studied apart from the Lord's Prayer in Luke 11:1-4.