Yes, it is puzzling why some people have a hunger for God and others don't—and yet we know from experience that it's true. In one of His parables, Jesus compared the hearts of those who are indifferent to God to the hard, packed-down soil where the seed sown by a farmer refused to grow, "and the birds came and ate it up" (Mark 4:4).
But remember: At one time we all were like this! The Bible says we all were born into a world that is hostile toward God, and we all "have sinned and fall short of the glory of God" (Romans 3:23). Furthermore, it tells us that our hearts are hardened because of sin, and "the sinful mind is hostile to God" (Romans 8:7). In other words, the puzzle isn't why some people ignore God, but why any of us ever actually turn to Him!
Only God can change our hearts, and only God can give us a desire to know Him. And that's why the most important thing you can do for your friend is to pray for him, asking God to convict him of his sins and draw him to Christ. Jesus said, "No one can come to me unless the Father who sent me draws him" (John 6:44).
In addition, ask God to help you be a witness to this person by your life. Do others see Christ in you—His love, His patience, His peace, His joy? The life we live often makes a far greater impact than the words we say.