Because the Catholic faith is a comprehensive whole, it's difficult to explain single aspects since everything is intertwined. For example, we believe that a person who is in God's favor is alive in Christ after his physical body dies. They are still a part of the body of Christ. Death does not separate us from Jesus; He conquered death. Therefore when we ask the intercession of saints in heaven, we're not asking dead people to pray for us; we're asking people who more alive than we are (and with Jesus!)
We pray directly to God the Father, to Jesus, and to the Holy Spirit. However, throughout the New Testament, Paul asked the followers of Christ to pray for others(1 Timothy 2:14, Rom. 15:3032, Eph. 6:1820, Col. 4:3, 1 Thess. 5:25, 2 Thess. 3:1). Jesus, Himself, asked us to pray for our enemies (Matt. 5:44)! So, Christians ask others to pray for them. The saints in heaven are Christians; therefore, we ask the saints to pray for us.
The sinless death of Jesus led to one important thing, among other important things. It provided direct access to God, the Father. Why would you want to offer prayer to others, when you have his permission (I would say his deep desire) to speak directly with him?
At Jesus' death, the veil of the temple was split open from top to bottom. This symbolizes the opening of the way directly to God, formerly accessible only by the High Priest one day a year. (I would suggest it is also a poignant picture of God the Father rending his garment in grief for the agony of his Son.)
So my question is: Why? Why would you want to take an indirect route to God, when you have his permission to go directly to him?