Praying for someone, then, is the strengthening of not fewer than three relationships: ours with God; God's with our loved-one; ours with our loved-one. It's always a three-for-one proposition. Not a bad deal.
What does this have to do with Jesus Christ? And how useful is it to pray for those who will have never known Jesus Christ in this life? With these questions we enter on a path both well-trodden and ill-trodden. Still, it's possible to sketch the crudest of outlines of this path.
Man has no choice but to pray for those who will have never known Jesus Christ in this life. He says so himself when he says to "Love our enemies," and to "do good to those who hate you" and "to pray for those who persecute you." Now, certainly our enemies can and often will be those of our own family, that is, of those who have known Jesus Christ. But certainly many of our enemies will also come from the numbers of those who have never known him. And since Our Lord states his triple command to "love…do good to…pray" blankly about our enemies in general, it's not going out on a limb to understand the right of even a non-Christian to our prayers. Those who deliberately fail to pray for their enemies directly violate the express command of God.
To bring this around, how much more obligated should we feel, then, to pray for the unborn victims of abortion. The excuse that it's fruitless, or useless since they will never have known Jesus Christ avails nothing. We pray, with hope, for our own enemies, how much more for our own flesh and blood. Moreover, our prayer is that they see God face to face and enjoy the fulness of life to which God calls them and for which they were created.
I suppose this is approaching a theology of limbo, a subject which has been, again both well and ill-trodden before.
Still, if a non-christian, that is someone who never new Christ in this life gets to see God in the face and enjoy eternal bliss it will only be because of: firstly, Jesus Christ and his sacred humanity; secondly, the expressly declared will of God that his followers pray for, even their enemies; thirdly, the dutiful and loving intercession of all the Church.