Spurgeon explains it quite well...
C H Spurgeon's comments…
And lead us not into temptation, but deliver us from evil: For thine is the kingdom, and the power, and the glory, for ever. Amen.
In the course of providence, the Lord tests our graces and the sincerity of our profession; and for this purpose he does “leads us into temptation. ” We entreat him not to try us too severely. Lord, let not my joys or my sorrows become temptations to me. As I would not run into temptation of myself, I pray thee, do not lead me where I must inevitably meet it.
But if I must be tried, Lord, deliver me from falling into evil, and specially preserve me from that evil one, who, above all, seeks my soul, to destroy it. Temptation or trial may be for my good, if I am delivered from evil.
Lord, do this for me, for I cannot preserve myself.
The prayer finishes with a doxology. That devotion which begins with prayer ends in praise. All rule, and might and honor, belong to God; and to him let them for ever be ascribed. His is “the kingdom ”, or the right to rule; “the power ”, or the might to uphold his authority; and “the glory ”, or the honor that comes out of his government. Our whole heart delights that the Lord is thus supreme and glorious; and therefore we say, “Amen. ” How perfect is this model of prayer! So fit for man to pray, so suitable to be laid before the throng of the Majesty on High. Oh, that we may have grace to copy it all our days! Jesus, our King, will not refuse to present a prayer which is of his own drawing up and is directed to the Father whom he loves to glorify.