"If a son shall ask bread of any of you that is a father, will he give him a stone? Or if he shall ask an egg, will he offer him a scorpion? If ye then, being evil, know how to give good gifts unto your children: how much more shall your heavenly Father give the Holy Spirit to them that ask Him?" Luke 11:11-13
"Give a man a fish you have fed him for a day. Teach a man to fish and you have fed him for a lifetime." Chinese proverb
The reason God gives the Holy Spirit to them that ask is because the Holy Spirit is the ultimate gift. The Holy Spirit can provide over and over again. The Holy Spirit provides wisdom in the inner man to be able to get his needs met over and over again. The Holy spirit inspires you so that you don't have to go through life seeking after the same thing over and over again. The Holy Spirit gives us God's perspective and God's insight so that we don't have to go through life wallowing in the mire of ignorance. The gift of the Holy Spirit is worth more than if you were to be given everything you ever wanted that your eyes can see.
This world's goods, as good as they are, fall short of the internal gift of the Holy Spirit. The problem is that most Christians just haven't been trained to ask. God tells us to ask because that is the connection that God designed for us. God has also made it clear that He will not give us something ridiculous or anything that is not for our good. I like the way that God designed it all. If you really want something, pray about it and ask God about/for it.