Imam Ibn al-Qayyim (rahimahullah) says something incredibly profound and beautiful in his book – Madaarij-us-Saalikeen. He says:

Sometimes, I have a certain need (that I wish to ask) Allâh, so I ask Him earnestly. Then, I find that the door of dialogue opens up for me, and I recognize Allâh more (I become more aware of Him), and feel humbled before Him, and feel a great sense of joy & happiness, due to which I prefer that the answer to my prayer be delayed, so that this joyous state may continue.