Think about these words from different angles

 [وَقَالَ الَّذِينَ فِى النَّارِ لِخَزَنَةِ جَهَنَّمَ ادْعُواْ رَبَّكُمْ يُخَفِّفْ عَنَّا يَوْماً مِّنَ الْعَذَابِ ]

(And those in the Fire will say to the keepers (angels) of Hell: “Call upon your Lord to lighten for us the torment for a day!”)

1. They didnt ask Allah Subhanahu wa Ta’ala, they asked the keepers of Jahannam to make dua for them, Because Allah had told them,

[اخْسَئُواْ فِيهَا وَلاَ تُكَلِّمُونِ]

(Remain you in it with ignominy! And speak you not to Me!)

So they saw themselves that they are not worthy of asking Allah and supplicate to Him rather they invoke to Him via intermediate.

2. They said ”Call upon your Lord”, and didnt say Call upon our Lord because their faces and hearts cannot comprehend or say ”Our Lord”, they are in the state of shame and humility that they see themselves unworthy of claiming the Lordship of Allah to them rather they said ”Your Lord”.

3. They didnt say remove from us the punishment but they said (Lighten) because they are (Allah’s refuge is sought) despair from the Mercy of Allah.

4. They didnt say lighten the punishment for us forever rather they said ”For a Day”, only one day.

From this it is clear that they are in state of severe punishment, shame and humiliation,

وَتَرَاهُمْ يُعْرَضُونَ عَلَيْهَا خَـشِعِينَ مِنَ الذُّلِّ يَنظُرُونَ مِن طَرْفٍ خَفِىٍّ وَقَالَ الَّذِينَ ءَامَنُواْ إِنَّ الْخَـسِرِينَ الَّذِينَ خَسِرُواْ أَنفُسَهُمْ وَأَهْلِيهِمْ يَوْمَ الْقِيَـمَةِ أَلاَ إِنَّ الظَّـلِمِينَ فِى عَذَابٍ مُّقِيمٍ

”And you will see them brought forward to it (Hell) made humble by disgrace, (and) looking with stealthy glance. And those who believe will say: “Verily, the losers are they who lose themselves and their families on the Day of Resurrection.” Verily, the wrongdoers will be in a lasting torment.”

Sheikh Saalih ibn ‘Uthaymeen – Liqaa al Maftooh – No. 11 side A