One thing those who pray for a long time learn is that efficacious prayer is that which is and has been in God's Will for all eternity. When one prays in the Will of God, one's prayers are answered.
When a specific prayer is not answered, however, many reasons can come to bear upon that unanswered prayer.
Many Catholics who pray forget two things: one, sadly, there are people who choose evil and not good, daily, consistently. And, two, we all have free will.
Some people do not want God in their lives, nor do they want God's Will in their lives. Those who choose to go against the graces which God gives them block prayers. Free will trumps our prayers for some people. We can pray for their wills to turn to God.
Yes, people choose evil. Why they do this is another question, but choosing evil is a way of life for many, perhaps the majority, of those who walk the earth.
I pray daily for people who have left the Church, and for some who have not been converted, yet. I pray and will not give up praying for them. My own persistence in prayer could be a sign of God's Will.
Prayer changes us as well. Many times, I have begun a long stretch of prayer and changed the intention along the way, learning that my original intention was not God's Will. Finding out God's Will in prayer takes persistence and the setting aside of one's own will.
Pray and do not grow weary in prayer. Pray that God's Will be done in all things.
It is not God's Will that anyone dies in sin or goes to hell. But, people do choose such an end.
"Why" questions may be useless. What is important is the dying of self, of one's own world view and replacing the ego with God's Will.
Such is the mark of the Dark Night.
