Just a personal story, from back when I was a Christian:

I was having nightmares every night, and prayed multiple times for them to go away, yet they did not. About a month after I stopped praying, they stopped. This had nothing to do with my prayers or they would have stopped after my first prayer. I was genuinely terrified to go to sleep at nights, because I knew I would just have another nightmare. I hated it, that was a horrible time for me, emotionally.

This was one of the big seeds of doubt, and I eventually came to the conclusion that there is no God, and that is why he did not answer my prayers.

You know what prayers, faith, etc. remind me of? The story of the king that hired the most expensive tailors he could find, who made him some 'clothes', but, these weren't just normal clothes, they were 'special', and only those who weren't a 'fool' could see them. So as to not feel the fool, everyone said they could see them... it took a kid to point out the foolishness of the whole situation and that the clothes didn't actually exist.