A
they know they are waiting for Him. They are asking others for oil and they are calling Him by name at the door. These aren't random women who know not who they call. They are quite familiar with the groom, in fact they know He is coming and they know they were selected to be ready. These do not represent non believers but those (once called believers) who chose the worldly life over their righteous habitation. They said to themselves "the Lord comes at a further time, I can repent later, for now I will live my life as I see fit and eventually I will choose God's ways over my own."
How can you be engaged to someone who does not know you? I mean I had some jr. high school celebrity crushes that may qualify but aside from that, it's not possible.
They call Him Lord, but He doesn't know who they are. That is the critical point. It's the groom who is the key figure in the story. It is The Groom who is the key figure in the Bible.
Similarly, the people who say "Lord, Lord" and performed miracles in the name of Jesus, obviously know who He is. They clearly think they are operating in His name. Yet Jesus NEVER knew them, meaning they were NEVER saved. This is pretty clear from a plain reading of the text. The language in both passages run parallel to each other as they are emphasizing the same point.