I agree with you on this. If we truly pray, "Your Kingdom come, your will be done," we are literally praying for persecution, because of the reality that true closeness to God and genuine growth of the church is best realized in times of trouble and persecution.
Do I want to endure persecution? No. Should I welcome persecution? Absolutely. Why? Because I want to live a godly life in Christ Jesus.
What we should pray for when we hear of people being persecuted for Christ is that God will be glorified in and through the one being persecuted, and that God's Kingdom will increase as a result of His name being glorified.