It does bother me, but people worry about others in their own way. If you make it known to people that their particular way of worrying about you is wrong, it just makes you an asshole.
If it's after a religious debate in which I've bested them and that's their end argument, I just say, "That's just like masturbating. It might make you feel good, but it doesn't do anything for me".
But in other cases, I just say thank you.
Thank you for that Ken
I consider it false sincerity, there is no altruism involved, what they are saying is "God look at me, I'm praying for this person, I am good"; it's a selfish act not a selfless act.
Usually when people tell me that I can sense from their tone and the context that they mean it more along the lines of 'I want the best for you. I care about you.' It's a very easy way to express concern, support, or love without getting too personal and emotional. This doesn't bother me.
On the other hand, it does irritate me in certain circumstances because it can also be a pretty handy cop-out of actually providing tangible support. Sometimes I feel like saying, "really? you could pray for me...or you could offer to support me in a way that could actually benefit me. Also, it's ok to say, 'hey, that sucks and I wish things were different for you.'"
Mainly I feel awkward when people do this because I have to come up with a response that is appropriate. If they mean well, I usually want to express gratitude but not in a way that legitimizes prayer. It's a bit of a balancing act. I hear this a lot at work, where I am in the atheist closet, so at those times I get a little cranky about having to do extra verbal acrobatics while covering my ass.
RE: "It sometimes feels like a good way to brush me off and not get involved while still wanting to appear concerned about me."
If you don't mind a mixed metaphor, I think you've nailed it in a nutshell.
I find it incredibly arrogant if coming from a complete stranger. I was in the park with my 8 year old son and was approached by a catholic missionary, when I expressed no desire for a conversation and told her I was an atheist she looked at my son sadly and said " But you have such a lovely boy, I will pray for you both".
I thanked her and said " And I will read The God Delusion on your behalf. Thankfully she then left and that was that.
If it is said in a condensing manner then I will reply;
“Wow! It must be amazing to be able to talk to the creator of the universe and know you can get him to do things for you. That he will actually change his plan for the world because you ask him is fascinating. My Christian friend lost his arm so would you mind asking your God to help him regrow it as his own prayers don’t seem to work. Thanks very much”.
It doesn't bother me. When somebody tells me they'll pray for me, I always respond by thanking them for their concern for me. But I always say it in a manner that makes it clear that I'm thanking THEM, while not expecting anything from their imaginary deity.
My back was realy bad once and a client told me that he would pray for God to heal my back. I said thank you and thought to myself can not wait to get home have a pain killer and a good glass of red wine.That should work faster.
My response would be, "OK, just so I'm clear on what you're saying, you intend to communicate telepathically with an extraterrestrial entity, whom you hope will magically arrange future events of my life so that they will occur in my favor - is that about it?"