There are two issues here: 1. WOULD god/Jesus/Allah change their policies regarding torturing moral non-believers? 2. What do you PREFER that they would do? Just looking at the second one right now, here's the question: Say your family members decide to pick another belief system before they die, so they are going to suffer brutal torture forever.....would you PREFER to see god/Jesus/Allah change their policy about torturing non-believers? If so, and you believe said god is a fair god and he actually listens to your prayers, then you will want to have most of your prayers be along the lines of "please change your policy god and allow my non-believing family members into heaven and avoid hell". From now on, other prayers of lower priority, such as pretty much anything else, would take a back seat to this, assuming that you really love your family members. Prayer is free, and you probably believe that you have a fair, loving god, that actually listens to your prayers, so what do you have to lose? You can at least say you tried, and that you really love your family. Your response?
The problem with that is a believer is supposed to hate his family and love other cult members, but Jesus most of all. If a person is a cult member but his family isn't then he's not supposed to have anything to do with them. Of course if a person is married to a non-believer they can stay married with the thought that the believer will eventually convert the non-believer.