Because Jesus knows the thought of their heart and that they will not believe, so He asked them a question He knew they know the answer to but would not answer honestly. And bass on their own untrutful answer, Jesus also did not answer to their question.

Jesus knows that they knew that He came and is doing what He is doing with the authority of God, but they choose not to believe Him because they were looking at Him from the eyes of man. 

Believing and Forgiving are very important to effective prayer because one cannot pray effectivly if there is a porden or heavenes in your heart and if you have no faith in you, you cannot believe in the work of God or in the power of His blood.

So one have to have faith in God and believe that He is God and can do any and everything. You have to lay down every weight and burdon of you heart, to be able to pray effectively. Be a forgiving person and God will also forgive you for all you sins.