I read that Sai Baba would sometimes not ask certain devotees for money. Why would he do that?

The scriptures provide a clear example of this in Chapter 35, involving a friend of Kaka Mahajani who was prone to doubt. During their visit to Shirdi, Sai Baba asked Kaka for Dakshina on two separate occasions but completely ignored his friend. This made the friend feel uneasy. When he finally inquired, Baba's reply was illuminating: "In your mind, there was no intent to give; Therefore, I did not ask you." This shows that Baba's actions were a reflection of the devotee's own inner state. He did not ask for an offering from someone whose heart was not prepared or willing to give, demonstrating His deep understanding of human nature. The choice was then given to the friend, "if you wish to give in your heart, then give," which prompted a voluntary and transformative offering.