Why do people who reject God pray to Him for favor?

I've always found that odd.  People out and out reject Jesus as their savior and then turn around and pray to God for favors or ask others to pray for them.   That just doesn’t make sense but here we see it in the Old Testament. 

To set the stage for you in the previous chapter God goes into detail about all of the evil that Judah has done.  He is giving them a final warning of you will.  The King and the people totally reject that warning and then turn around and do this.

Jeremiah 37:3-5(NKJV)

3And Zedekiah the king sent Jehucal the son of Shelemiah, and Zephaniah the son of Maaseiah, the priest, to the prophet Jeremiah, saying, “Pray now to the Lord our God for us.” 

4Now Jeremiah was coming and going among the people, for they had not yet put him in prison. 

5Then Pharaoh’s army came up from Egypt; and when the Chaldeans who were besieging Jerusalem heard news of them, they departed from Jerusalem.

Seriously?  Do they really expect God to hear and honor their prayers after they have told God to pound sand? 

I think it is just a silly for those today who have rejected Christ but believe in "a god" as they put it and pray expecting God to answer those prayers.  Unless they are confessing their sins and asking God's forgiveness I somehow doubt that He has any intention of answering their prayers.  I think Jeremiah makes that abundantly clear.