Yes, God is sovereign and knows what's best for us. However, He wants us to have a personal relationship with Him and ask for His help in all things.
Mark 11:23-24 encourages us to do this.
Jesus says:
"Have faith in God. Truly I say to you, whoever says to this mountain, ‘Be taken up and cast into the sea,’ and does not doubt in his heart, but believes that what he says is going to happen, it will be granted him. Therefore I say to you, all things for which you pray and ask, believe that you have received them, and they will be granted you." (Mark 11:23-24)
If Jesus did not say this, we might not ask. In fact, that was the problem with many of His early disciples to the point that Jesus needed to say:
"Truly, truly, I say to you, if you ask the Father for anything in My name, He will give it to you. Until now you have asked for nothing in My name; ask and you will receive, so that your joy may be made full." (John 16:23-24)
The problem with many of Jesus' disciples was their lack of faith. They didn't ask because they didn't know they would receive. Jesus encouraged them to ask so that they would receive.
We know that God is sovereign and knows what's best for us. But knowing this is not enough. We are commanded to pray and ask.
God is our Father. If we remember how our human parents provided for us, then perhaps we can understand how God provides for us also. Our human parents also did not give us everything we asked for. However, this did not prevent us from asking anyway. If we asked, our parents might have explained to us why they would not give us what we ask for right away, or what might be better for us. If we asked, many times our parents did give us what we asked for.
"Or what man is there among you who, when his son asks for a loaf, will give him a stone? Or if he asks for a fish, he will not give him a snake, will he? If you then, being evil, know how to give good gifts to your children, how much more will your Father who is in heaven give what is good to those who ask Him!" (Matthew 7:9-11)
God encourages us to ask, because He is our Father. If we assume God is sovereign and will provide the best for us, but if we do not ask, we are missing out on a great part of our relationship with our heavenly Father.
Children will ask their parents for their needs and wants. They conceptually understand their parents will provide. But they don't stop there. They go ahead and ask.
The act of asking is taking part in and participating in our relationship with God. Similarly, when children ask their parents, they are engaging personally with them.
So it is important to ask God, have faith in Him, and watch Him provide!
We should never stop at the concept in our minds that God will provide for us. We should actively engage Him in providing for us!
That is the beauty of our relationship with God.
This is why Jesus encouraged us to have faith and to ask so as to move mountains.
---
As children grow up, they become wiser and stop asking for things that they know their parents would not give them. For example, instead of asking for candy when they are hungry, they learn to ask for something healthier instead.
So as we mature, we also should come to know that we should ask God for things with good motives.
James 4:3 says: "You ask and do not receive, because you ask with wrong motives, so that you may spend it on your pleasures."
If we ask God for things with good motives (not selfishly for greed), He will give to us.
---
Sometimes God has something else planned for us to help us grow and mature, even though it might seem painful in the short term. For example, the Apostle Paul did not receive healing even after he asked God three times.
Paul said:
"Because of the surpassing greatness of the revelations, for this reason, to keep me from exalting myself, there was given me a thorn in the flesh, a messenger of Satan to torment me — to keep me from exalting myself! Concerning this I implored the Lord three times that it might leave me. And He has said to me, 'My grace is sufficient for you, for power is perfected in weakness.' Most gladly, therefore, I will rather boast about my weaknesses, so that the power of Christ may dwell in me. Therefore I am well content with weaknesses, with insults, with distresses, with persecutions, with difficulties, for Christ’s sake; for when I am weak, then I am strong." (2 Corinthians 12:7-10)
God wanted Paul to learn humility and reliance on Him, and He said no to what Paul asked for. Paul, in turn, was able to teach the Corinthians to be able to differentiate a true apostle from a false one so as not to go astray. A true apostle is one who is reliant on God, suffers with Christ, and strong in weakness.
---
However, unless there is a special reason, God usually gives us what we ask. He is our good Father.
And Jesus wanted us to ask, believe, and receive. This is God's will for us as His children.
"Ask, and it will be given to you; seek, and you will find; knock, and it will be opened to you. For everyone who asks receives, and he who seeks finds, and to him who knocks it will be opened." (Matthew 7:7-8)
May God bless you more as you ask Him more and more!