Luther had qualms with "praying for the dead", since he felt that Faith ALone saved oneself, and here, in someone praying for you, would not fit in his mis-guided interpretation.
the whole New Testament is filled with people asking Jesus to heal / cure / drive out demons - but not for themselves! the paralytic who was lowered thru the rood of Peter's house- "Jesus, seeing THEIR faith...", the father of the boy with demons ( you think the boy with demons is going to ask Jesus to cure himself? ), the centurion who asked that his servant be cured, the father of the sick girl...etc.
protestants want to make Christianity into a "Me & Jesus alone" type faith, and leave out the rest of humanity.
Seriously, lots of people asked Jesus directly for help for themselves. The woman with the issue of blood. And the blind man by the road to Jericho cried out, "Jesus, son of David, have mercy on me!" Also, the leper fell to the ground and said, "If you are willing, you can make me clean."
But your point is a good one - Jesus was especially compassionate to those who came seeking help for others.