No, there is no issue in praying for something that he wants to get. Everyone has his own sense and has full right to be with someone he loves or wants.
If he loves her beauty, then he should stay away from her for its not a love its lust and will guide him on the path of sin too. A female who commits alot of sins is never a bad girl. She can change her mind when she gets some guidance.
If the person thinks that he can manage to make her a good girl. Then there is no issue in marrying her. Islam forgives everyone who turns to Allah.
Islam is a religion of peace and teaches forgiveness. So if the person thinks that he likes the girl but is shy in having her as his wife only because she is a bad girl, then he can try to guide her on the right path.
And once again, there is no shame in praying to God to get what he desires for, but should always feel happy and accept what his God has decided for him! For its the only fate of his.