Why won't God heal amputees?
I admit this is a pretty cheap shot and I suspect most Christians and other theists have a more sophisticated understanding of the power of prayer than one that would be challenged by this question. They understand that prayer can affect things in our mind and spirit (which can have an effect on our immune system and our bodies' well-being), but not actually bend the laws of physical reality. Faith doesn't actually move mountains all by itself. If it did, mining companies would keep a few devout people on the payroll and use them to help look for new deposits of ore.
But many people do not have such a sophisticated understanding of prayer. They really think it can do anything. And it is fun to mock these people. Neener neener neener.