Of course God wold not lead us in the direction of sin. Here we ask God to lead us away from those areas where we are weak and subject to temptation. We follow that petition by asking God to deliver us from evil, that is, from the Evil One, Satan, who is the source of temptation. Jesus recognised the existence and influence of the devil but many exorcism stories in the gospel clearly showed his power over the Evil One. In the Our Father we are asking a share in the victory of Jesus over Satan.