I looked up this passage on bible.cc to see what lessons they would have listed. I was surprised to see so many of them talking about a delay in answer to prayer, because I had never really taken that passage this way.
Instead, as I've read this passage, I've felt that this was Jesus saying, "It doesn't matter the time or place, come to God. Talk with Him. Seek His goodness, mercy, love, abundance, and you will receive it."
But the more I think about it, the idea of a delay in an answer, or the idea of really sticking to our guns about something makes sense.
Remember Jacob wrestling with the angel (Genesis 35:1-7)? He was not going to let the angel go until he received a blessing. It led to a hip out of a joint, a new name "Israel," and a blessing.
Maybe this story of coming to a friend at midnight, not the most convenient time, and sticking around, continuing to ask, being bold enough to bother someone, is exactly like Jacob wrestling the angel for a blessing.
It isn't that God doesn't want to answer us, it isn't that God doesn't want to give us everything He can to bless our lives. It is that He wants us to learn something - patience, tenacity, audaciousness (yes, it can be a good thing), or maybe even that we're asking for the wrong thing.
I'm going to chew on this today. Maybe, just maybe, those "unanswered" prayers are that way because I wasn't bold enough, or patient enough, or persistent enough.
It's an interesting thought.