2 Corinthians 4:3,4 - "And even if our gospel is veiled, it is veiled to those who are perishing, in whose case the god of this world has blinded the minds of the unbelieving so that they might not see the light of the gospel of the glory of Christ, who is the image of God."
Since God doesn't save anyone against their will, does it really do any good to pray for people who consciously refuse to receive Jesus as Lord?
YES IT DOES!
Unbelievers who have purposely refused to receive Jesus as Lord think they've made that decision of their own free will -- the truth is, they haven't. The Word of God says they've been blinded by Satan. He's Blocking their perception of the truth. So their decision hasn't been freely made at all.
Through the prayer of intercession, you can interfere with the satanic forces and help take those blinders off! You can also change circumstances with your prayers and help create situations that will bring them in contact with the Lord.
Believe when you pray and open their eyes to the glorious gospel of God.