Sources with direct knowledge tell TMZ that Stephen's plea for guidance and well-wishes toward his daughter and son-in-law did not just come out of nowhere ... and was related to something specific that's going on with the young couple.

While we weren't told what the issue is ... the one thing we know for certain is that it's a private thing that Justin and Hailey are dealing with.

Whatever it is ... Stephen is obviously aware of it, and wanted to pass along good vibes in the form of prayers from others -- and while he probably only meant well with this move, sources tell us Hailey is not pleased with her dad drawing attention to them.

You could tell something was on their minds Wednesday as they were leaving church here in L.A. -- where a bunch of paps snapped them on the way out ... and they were pensive.

Some didn't think there was anything to their somber demeanors, but now ... we're hearing there's something behind it. Considering SB had just reposted this "prayers" clip hours before they went inside ... it's a safe bet to assume they were aware the spotlight was on them.

Again, we're not quite sure what this all pertains to ... and we're not gonna speculate.

There haven't been any open signs of trouble in paradise between Hailey and Justin either -- they've just gone about their business, per usual -- which is why this is all so sudden and confusing. Clearly, with Stephen's sentiment ... he's kicked up some unwanted publicity here.