I don’t think so. And I don’t see that asking for mercy or deliverance, depending on the situation, is mutually exclusive either. Why not pray for both if you feel the situation requires it? If we preface all of our prayer requests with, “Thy will be done,” then we trust that God’s solution for whatever is troubling us will be the best one possible.
I never stop praying for mercy, no matter the situation, trusting that God, Who is not bound by time as I am, can make all things right.
I’m only speaking for myself here, but I don’t think the Church ever stops asking God for mercy either.