The Lutheran Symbols are unequivocal on the topic:
"Regarding the adversaries' quoting the Fathers about the offerings for the dead, we know that the ancients speak of prayer for the dead, *WHICH WE DO NOT BAN.*" Apology XXIV:94
"Epiphanius declares that Aerius maintained prayers for the dead are useless. He finds fault with this. *WE DO NOT FAVOR AERIUS EITHER...*" Apology XXIV:96
Read the whole in context and you'll see what the Lutherans unabashedly condemned was the notion that the Mass could be offered for the dead in such a way that it operated ex opere operato and so justified the dead, but they do not believe that this is at all what the fathers intended by "offering for the dead" and demonstrate as much by citing (favorably) the canon from the liturgy of the Greek Church.
Nor is it the case that our Churches fail to pray for the dead. For at every funeral liturgy, this intercession is offered:
"Give to your whole Church *in heaven* and on earth, Your light and Your peace."
We do not pray for the blessed dead to change their state, to get them out of Purgatory, or for any such thing. We pray for the blessed dead because we love them and we wish for them every good thing from God - and we know that those who die in the Lord are not in fact dead, but live in Him, and from His presence receive joys abounding. Just as with the words of the Small Catechism: "God gives daily bread without our prayers" yet we pray for daily bread that we might learn to receive these gifts with thanksgiving, so we pray for the dead that we might be comforted in the promises of God about eternal life in Christ and rejoice that such life has been given and will be given to those who die in the faith.
"Rest eternal grant them, and let light perpetual shine upon them!" - that's the ancient prayer for the dead of the Western Church and it very much lives on in the intercessions of the Lutheran liturgy for a funeral: "Give to your whole Church in heaven and on earth Your light and Your peace." Amen!