For a reason similar to that because of which He tells us to pray, "Thy will be done."
It is not for Him, but for our good that we say that. It is a daily (at least - sometimes 8 times a day) conforming to the best of our feeble ability of our wills to His.
Also, I think he does not always wait. Sometimes when our prayers are granted we don't even notice and we don't notice that they are sometimes granted before we pray.
Still I think it is good for us to ask.
But we don't stop there. What follows the "thy will be done" is begging for bread, forgiveness and protection, and even asking God not to lead us into temptation! Does God lead people into temptation?!?