They are asking because they are looking for comfort. My prayer may not be what they think prayer is. I was and still am comforted and very touched by nonJW's, I think usually Catholic, who tell me they will say a prayer for me or a loved one.
If they are older, or distressed, I just say "I will!" without going detail, and privately send positive thoughts.
In another circumstance, I would just say "Sending positive and healing thoughts your way."