Rabbi, forgive me, my words were not understood properly (the gist of what I meant is in the last paragraph). I do not mean to say that the person praying intends to pray that the past be changed instead of changing the current situation. Rather, what I meant was that the problem with his prayer, the thing that makes it vain, is that this is in fact what he is asking for (if he is in fact asking for anything), without noticing it. And even that is not precise. To put my reasoning more accurately, the problem is more fundamental, and I feel I am somewhat lacking the words to formulate it adequately, but I will try. The problem with such a prayer exists in the way it is phrased in light of the real situation standing before him (or more accurately, the way it is phrased is an indication of the problem within it). The claim is that this is a vain prayer because it assumes in the mind of the petitioner a reality that is not correct—that they are still alive now and as though they are still facing danger (whereas the cry has already happened, so the danger has already occurred, which should have led the person praying, had he invested two more seconds of thought, to a “whichever way you look at it” realization). Therefore there is no logic in requesting that these not be members of his household (in the future tense, as the Mishnah phrases it), as opposed to the reasoning that the prayer is forbidden because of the content of what it requests. That is, even if I heard the sound of an apple falling behind a wall and prayed, “May it be Your will that this apple is from the neighbor’s tree and not mine,” such a prayer would also be forbidden, even though this is not about a miracle. (From your perspective today, with which I agree, every prayer, even this one, falls under the category of a miracle, but I am speaking about how the Sages would have looked at such a case.) And in my opinion the Sages would also forbid such a prayer, not because of its miraculous nature but because such a prayer, for lack of better wording, is flawed at its root.
A proof of this is the very fact that they speak (according to my approach, as it were) about this specific case as something that is “about what has already happened,” meaning changing the status of things that has already been determined, and they do not simply give as an example an ordinary miracle. Were there any shortage of cases that the Sages understood to be miracles? And likewise in the story of the Oven of Akhnai, “let the stream prove it,” and so on—those are explicit requests for miracles, for the sake of a halakhic dispute no less. Was not the status of things that already had a certain status changed there in a way above nature? And clearly they saw these cases as miracles, for otherwise why would Rabbi Eliezer have seen them as any kind of proof that God was on his side?
It reminds me a bit of conditional statements in logic: when the antecedent is false, then it does not matter what the consequent is—the statement itself is true. And here the antecedent (the implicit one, such as that the sex has not yet been determined, or that the members of the household have not yet been harmed) is always false, and then the prayer is always a true statement regardless of the result of the antecedent, which makes it vain. And perhaps this can explain the intuition behind the Sages’ determination. But it seems to me, in my humble opinion, that the person praying does this quite unintentionally, without really noticing. Indeed, the real problem in such a prayer is that he does not at all assume reality as it truly is in his prayer, and therefore the consequent of the prayer is nullified from the outset, since it does not concern an antecedent that is at all relevant for it to be fulfilled. In other words, such a prayer is meaningless nonsense, and therefore forbidden.
Thank you, and have a peaceful and blessed Sabbath.

Following up on the last paragraph, just to sharpen the point: what makes the prayer vain is that there is actually no intention at all behind the consequent, because the antecedent implicitly assumed in the mind of the person praying is not the reality that prevails. In other words, the problem is not the logical mistake itself, but that because of the logical mistake it turns out de facto that there is no real intention behind his words.

I did not manage to understand.

That if I pray that x should happen on the assumption that reality is a, while reality is actually b, that is a vain prayer, and that is what the Sages forbade. As you said, the prayer: “If his wife was pregnant, and he said, ‘May it be Your will that my wife give birth to a male'” is forbidden according to the Sages from forty days onward, because the fetus has already been determined, and it follows from the way the prayer is formulated that the person saying it thinks it has not yet been determined.

It is determined, and the person praying wants that determination to be changed retroactively.