There was quotes by Popes about not praying for deceased non-Catholics in a recent thread about Kirk/Boru. Here is another quote but this time from St Augustine.

St. Augustine, Sermon 172, 5th century: “There can be no doubt at all that these things [i.e. prayers] are of value to the departed; but to such of them as lived in such a way before they died, as would enable them to profit from these things after death.  For those, you see, who have departed from their bodies without the faith that works through love (Gal 5:6) and its sacraments, acts of piety of this sort are performed in vain.”