I had the opportunity to witness and pray with a family that had gone through a horrible tragedy. This family belonged to a Christian (non-WELS) church.
In trying to comprehend the doctrinal position of the WELS on prayer fellowship, I spoke to these WELS pastors and got 2 different answers. Pastor A said that I should say that I prayed "for" them and not "with" them. (help me out her Mr. Grammarian).
Pastor B said this private prayer with the family is not forbidden in Scripture and I didn't sin. This pastor went on to say that there are also varying degrees of close communion that synod pastors use to admit member to the Holy table.
Here are a few links on the subject of prayer fellowship...
...On the subject of joint prayer between spouses who belong to different churches, Brug himself states elsewhere that
If one spouse is a non-Christian, the Christian partner may pray for and in the presence of the non-Christian husband or wife. Obviously, they cannot pray together. If the other spouse is a member of a heterodox church and ridicules or rejects the beliefs of our member, joint prayer is hardly possible. If the other spouse’s membership in a heterodox church is seen as a matter of weakness in understanding, joint prayer may be possible in the privacy of the home. (Church Fellowship: Working Together for the Truth [Milwaukee: Northwestern Publishing House, 1996], p. 149)