Yes, we should pray for strength and encouragement to those Christians who are persecuted thus! Satan is always seeking to trouble and discourage saints and destroy God's testimony; and also one of his methods is also to deceive seekers after God by religious ideas which are contrary to our Holy Bible; and we need to value God's "Word of Truth".
Wherever we are in the world, we must STAY close and in communion with the Lord Jesus, to preserve and guide us. We will be troubled in this world at times!
Our God will preserve His own children until the time when our individual home-call comes; or then when the universal Church is 'raptured' up to Heaven forever.