Reportedly, the same Jesus told them that the Father knows what they need before they ask, even in the same sermon in the same gospel where he also said to ask (Matthew 6 and 7, although obviously not the only gospel where asking for things is encouraged).
So it seems like however we make sense of it, it would presumably require a somewhat more nuanced understanding in order not to be immediately self-contradictory. Given that Matthew 7 (ask and you will receive) follows Matthew 6 ("he knows what you need before you ask"; and also "seek first the kingdom of God"), and the general model of the Lord's Prayer, it seems reasonable to see it in context of, when asking "thy kingdom come", it being as much about a practice that is beneficial to the one praying, who is attempting to participate in that kingdom, as a completely literal expectation of requesting things and receiving them.