If anyone is in doubt, they be safe with Jesus’ example.
As for why bothering with prayer requests, a lot of times, I don’t ask anyone to pray for me and I simply go directly to the Lord (in fact, I do this more than anything). I know He’ll follow through.
And that’s fine that you don’t ask another to pray for you. Many do and you should not have a problem with the way another person has his/her relationship with Our Lord. It borders on self-righteous.
Something I’m sure you are not.
So if you MIL wants to pray with St. Anthony, why do you care? She sounds like a Holy woman to me. While you are questioning her prayers, are you questioning her motives? You don’t see like you are, so let her have her ways. I’m sure she is praying for you too!