Personally, no I don't feel offended, I actually feel honoured that somebody would do that. Just because I don't have faith, doesn't mean that it is any less valid to those who do.

It depends on how it is intended though. If the person respects that I hold a different belief and does not see me as a lesser person for not having faith, then it can be quite a beautiful thing to know that they are extending their faith to me in the form of prayer, which I understand to be a very deep and personal expression of a person's relationship with God.