So, firstly, remember that we only have partial knowledge. God knows everything that has ever happened and all the possible effects of what we might be asking for.
So, just because we ask and don't receive it's not necessarily a punishment for some sin, confessed or unconfessed.

Anyway I think the point of prayer goes beyond asking God for help, but that it's also about maintaining communication. Even though He knows everything He still wants us to tell him stuff.

In the past I had people (Christians) telling me the reason why I had a lot of troubles as a Christian was because I was not in God's will. I didn't and still don't believe that was true. I don't mean to say in the above dialogue with my friend that we don't receive what we ask because God is punishing us for our sins and therefore won't give us what we want. I think what I said above could be interpreted that way. I am talking about, for instance, a case of a believer for some reason constantly does something that is obviously against what God says not to do, something that causes pain to another person. His action can cause God to be silent (not moving in his favor)..

Of course, we should not generalize it, meaning saying an unanswered prayer is always is a result of the person doing something wrong and does not repent but continues the behavior. I agree that believers who follow Bible instructions are less inclined to behave in such way but they can fail. The case of Job, for instance, was a case of someone doing no wrong facing horrible tragedies and suffering. What I mean to say is our wrong doing can block our prayers but not getting positive answers from God does not necessarily mean it is becasue we are donig something wrong (sinning). Here is an article that explains what I say (I intended to show a different article but ran into this one instead when I searched for the other one):

https://carm.org/about-god/does-god-answer-the-prayers-of-christians-who-are-in-sin/

The full article:

Does God answer the prayers of Christians who are in sin? by Matt Slick

"No, God does not answer the prayers of Christians who are in sin. When we say they are “in sin,” we are saying that they are abiding in it and not repenting of their sin. God says he will not hear their prayers. But, he does want them to repent and restore their fellowship with Him.

“If I regard wickedness in my heart, the Lord will not hear,” (Psalm 66:18).
“Then they will call on me, but I will not answer; They will seek me diligently, but they shall not find me, 29 Because they hated knowledge, And did not choose the fear of the Lord,” (Proverbs 1:28-29).

We can see from Psalm 66:18 that if we as believers are to “regard wickedness” in our hearts, then the Lord will not hear our prayers. In other words, he won’t answer them. However, when we pray for forgiveness and we are repentant, God, of course, hears and forgives. But what does it mean to regard wickedness in your heart? The literal translation is “see iniquity with pleasure.” So, if anyone, Christian included, were to look upon sin favorably and seek to do it, then God will not hear their prayers. Sin hinders prayer’s effectiveness, and as we see in the next verse, Isaiah 59:2, God hides himself from those who are in sin. In James 4:3 we see that wrong motives hinder prayer.

Proverbs 1:28-29 tells us that God will not answer those who hate his knowledge and do not fear him. Anyone, Christian included, who would willfully abide in sin is not choosing the fear of the Lord. Therefore, God will not listen to him, and his prayers will be hindered.
The prayer of repentance and forgiveness is heard.

If you’re a Christian who is abiding in sin, then what you need to do is pray to the Lord and confess your sin and then repent of it and be cleansed. God will forgive, and your fellowship with him will be restored.

“If we confess our sins, He is faithful and righteous to forgive us our sins and to cleanse us from all unrighteousness,” (1 John 1:9).

You need to trust in Christ and what he has done. You need to realize that all of our sins are cleansed in Jesus. But, if you continue to abide in sin, then God will not answer your prayers.

"No, God does not answer the prayers of Christians who are in sin. When we say they are “in sin,” we are saying that they are abiding in it and not repenting of their sin. God says he will not hear their prayers. But, he does want them to repent and restore their fellowship with Him.

“If I regard wickedness in my heart, the Lord will not hear,” (Psalm 66:18).
“Then they will call on me, but I will not answer; They will seek me diligently, but they shall not find me, 29 Because they hated knowledge, And did not choose the fear of the Lord,” (Proverbs 1:28-29).

We can see from Psalm 66:18 that if we as believers are to “regard wickedness” in our hearts, then the Lord will not hear our prayers. In other words, he won’t answer them. However, when we pray for forgiveness and we are repentant, God, of course, hears and forgives. But what does it mean to regard wickedness in your heart? The literal translation is “see iniquity with pleasure.” So, if anyone, Christian included, were to look upon sin favorably and seek to do it, then God will not hear their prayers. Sin hinders prayer’s effectiveness, and as we see in the next verse, Isaiah 59:2, God hides himself from those who are in sin. In James 4:3 we see that wrong motives hinder prayer.

Proverbs 1:28-29 tells us that God will not answer those who hate his knowledge and do not fear him. Anyone, Christian included, who would willfully abide in sin is not choosing the fear of the Lord. Therefore, God will not listen to him, and his prayers will be hindered.
The prayer of repentance and forgiveness is heard.

If you’re a Christian who is abiding in sin, then what you need to do is pray to the Lord and confess your sin and then repent of it and be cleansed. God will forgive, and your fellowship with him will be restored.

“If we confess our sins, He is faithful and righteous to forgive us our sins and to cleanse us from all unrighteousness,” (1 John 1:9).

You need to trust in Christ and what he has done. You need to realize that all of our sins are cleansed in Jesus. But, if you continue to abide in sin, then God will not answer your prayers."

I don't know why the content in the article appears twice when I paste it. Sorry. I think I got my belief from those verses.

Right, when I read the first article it reminded me of that verse about "regarding iniquity" in ones heart. I think we can't live in open rebellion against God and have our prayers answered. On the other hand it can be taken to an extreme in the other direction (which you probably didn't mean). A person who accidentally committed a sin that they don't prize but haven't formally confessed because maybe it was a small thing and they've forgotten isn't going to usually have their prayers summarily rejected. (Well that's my belief anyway. It matters what's in the person's heart).

I think maybe we're saying the same thing , just differently.

Most of our sins hurt others. I think that is why God does not want us to sin. As to the work of the Holy Spirit, I believe, He is telling us we are going in the wrong direction when we do. How we know right from wrong is from listening to some moral codes. The Bible says God looks at our hearts. If we willfully sin (knowing it is sin) and continue in the action, we naturally won't feel right with God unless we sincerely feel we are not sinning. Most people who are not A-moral, however, know what sins are. I believe, when we know we have sinned, as Christians who know what the Bible says about right and wrong, we will acknowledge it and tell God we are sorry. If we have unconfessed sins that we feel are not a big deal (not feel guilty about them), they may not block our prayers but we may suffer the consequences by someone else getting revenge on us,