The Hebrew word shuva — "return," the word of lament in the Psalms — appears in prayers that end without resolution. Psalm 13 asks "How long, O LORD? wilt thou forget me for ever?" four times before arriving at trust, not at an answer. The structure of lament psalms is honest: complaint is addressed to God in the second person, grief is named without softening, and trust is often reasserted before the situation changes. The Greek word for asking in Matthew 7:7 — aiteo — means persistent, habitual asking: "keep asking, keep seeking, keep knocking." Jesus did not say once is sufficient. He prescribed a posture of ongoing petition.
Unanswered prayer is not the same as unheard prayer. Revelation 5:8 describes golden bowls full of incense, "which are the prayers of saints" — kept, preserved, presented before God. No prayer evaporates. The timing and manner of God's response belong to him, but the prayers themselves are held. Hebrews 11:13 speaks of people who died "not having received the promises" — still in faith, still counting on what they had not yet seen. Unanswered prayer held in faith is one of the most demanding and honored forms of the life of faith in Scripture.
Commentary is from a charismatic Protestant perspective, drawing on KJV text and public-domain sources including Spurgeon, Andrew Murray, and Matthew Henry.