Jesus wants us to be persistent in prayer because He listens to us, and The Holy Spirit fine tunes our prayers before they get  into the throne room, all the while as we are being shaped into the nature of Christ. Being persistent in prayer is important because that is one way that God trains us, renews our mind and matures us. Prayer is not about getting something from God, but it is about being changed by God so that we have the right ask and so we are refined and united with Him.