It does sound somewhat selfish and frankly, arrogant - because we all know that there are people out there that are more deserving as we can tell from their zuhd and apparent taqwa. We should instead pray that we become worthy of being the most loved - so that we can improve ourselves and become better Muslims. We should also pray so that we are included amongst these pious people, amongst the saaliheen, the saadiqeen, the saabireen, etc.