1 Corinthians 1:18

For the message of the cross is foolishness (absurd and illogical) to those who are perishing and spiritually dead (because they reject it), but to us who are being saved (by God’s grace), it is (the manifestation of) the power of God.  

A spiritually dead person does not need to be saved or Jesus because their sin blinds them.  A person saved by Jesus understands that salvation is the greatest gift they can receive. Prayer for the lost is important because God can soften the heart of the unbeliever.  So, don’t give up on the lost and keep interceding for them in prayer.  There is hope for salvation.