The Word “With”

Please don’t take this as a definitive statement. I am just a confused Christian asking for opinions. In Hebrews 13:5, Jesus promises never to leave us nor forsake us. I take this to mean that he will always be “with” us. Now, speaking for myself, I have always prayed, “Lord, please be with me,” and I have always sung the song, “Be With Me, Lord.” Recently, I began to wonder: If God has already promised to be “with” us forever, is it a lack of faith that we continue to beg for Him to “be with us?” I freely admit that this might be a small point, but I have a sincere desire to please God. Therefore, I ask for any of you who will, please give me your opinion: Should we continue to pray for God to “be with us” when He has already assured us that He will never leave us nor forsake us?