This is a good question, WayneS. Do you pray for others? Do you ask others to pray for you? If so, why? --- because your question about praying to saints in heaven would have the same answer as the question, "Why do we ask anyone for intercessory prayer?"
I'd be interested in your answer.
Asking someone to pray FOR you is not the same as praying TO someone.
I've never understood why people equate asking a person face to face or on the phone as the same as asking someone in Heaven.
If I have a conversation with someone, I know they can hear me. "Hey Bob. Would you pray for me?" Bob says "Sure".
It's not possible to have a conversation with someone who can't hear me. "Hey Bob. You're in another state and you can't hear me, but would you pray for me?" Silence, because I'm in Iowa and Bob is in New York and I didn't use the phone.
Asking someone in heaven to pray for me is more like the second example rather than the first. If you have no promise (or reasonable expectation) that someone will hear you, how can you expect your request to be anything other than wasted breath?