We learn from this Hadith that prayer (supplication) is beneficial to us in any case, because Almighty Allah either grants the prayer we make, or if the supplication is not being accepted, He removes some future trouble that was destined for us, or He grants us in full in the Hereafter.
A Muslim should never feel shy of praying to Allah. In fact, he should persistently pray because there is no end to His Treasures.