It's nice that they're thinking of me, and acting on that by doing something that they believe will help me, even if I don't believe it will. I guess it's the whole 'it's the thought that counts' thing but it for me it's a lot more than that and it would definitely mean a lot since it shows that they're caring. At the same time, it wouldn't particularly comfort me or make me feel better, since as an atheist I don't believe anything good would come of it, so in some ways I would rather them just be a good friend and listen to my concerns, and perhaps try and help rather than only praying? Although, if they're already doing that then there's no harm in praying too haha.
In terms of it being awkward, I think it would only be awkward if someone said that to my face, only because I wouldn't be sure how to respond at first apart from 'thank-you' since I'm not religious myself and none of my friends are. But in no way does it offend me, I think it's a really lovely thing to do. It depends on the person I guess. Some people might be uncomfortable with you praying for them, but personally I have no issue with it whatsoever. There are definitely some more militant atheists that would probably want to start an argument about the existence of God at the mention of anything remotely religion-related, but they're probably not the nicest people to be associating yourself with anyway!
I hope this helped? I'm not sure I'm the best person to answer this and I hope it didn't come across as rude, I just live in a very atheist area I guess so religion isn't really a topic that I get to talk about much.