I guess that would depend what they saw their mission to be. I would expect them to pray for my conversion if they thought not of themselves as an exclusive ‘club’ comprising only of those of the physical seed of Abraham, Isaac, and Jacob. If they understood their mission to be a light to the nations to show us Gentiles who the one true God was, then I would be insulted if they didn’t pray for me.
Now as Christians, we believe that we are the spiritual seed of Abraham, the wild olive shoot grafted onto the root of the natural olive tree, the fulfillment and transformation of the Abrahamic covenant; then of course, we have to pray for the natural branches that have been cut off through unbelief, so that they not remain in their unbelief and are grafted in again.