This game can give you two different messages, depending on your belief.
If you're atheist, then this probably tells you that you can't rely on religion, because it's a creation of mankind to get things without effort, as the person below me has said. You must rely on yourself, and you can't hope for some magical being to give you what you want.
If you're Christian, then this tells you that you can't always ask God for something and expect God to just put it at your doorstep simply because "you prayed for it". If you do that, then you're just using God and Christianity as tools, and all you're going to get from it is dissapointment.
I think both messages basically tell you the same thing. You can't rely on God to give you everything you want. You have to put in the effort. The man in this game just prays and then waits at the door. Whether God exists or not, nothing happens because that man never gets out of the house. God is not a tool, He is an inspiration that some people may need to help them get something they want. Other people may reject God and Christianity because they may not need that inspiration and they do fine by themselves, and that just means they're a strong person without God in them already.
With or without God's help, if that man wants good fortune, he need to get out of that room and do everything in his power to end his poverty.