When you ask, you do not receive, because you ask with wrong motives, that you may spend what you get on your pleasures.Many times we focus on the "...ask, and you will receive..." from the Sermon on the Mount, but here we find an "...ask, [and] you do not receive..."
Many people treat God as this big cosmic genie that is sitting around waiting to grant us wishes. Of course, we would never describe Him in that way, but this attitude is prevalent none-the-less. Many reveal this mindset by their response when they do not receive. There is frustration, annoyance, anger... directed, not only at God, but toward others around them.
When you ask God for things, is it for your own pleasures that you seek to spend what you receive? Or do you ask so that you may bring glory to God, which, in reality, is the greatest pleasure that man can achieve?