For the same reasons Christians (at least many of them) ask other Christians to pray for them to God. Like Hopefulpilgrim just did for the headache.
If we're not separated at all from God (which you correctly adduce from the Romans passage), then we can pray with confidence to God.
No doubts about this amoungst Catholics.
Actually, I had James 5:16 in mind! And I had prayed already.
This reminds me; SoothingDave mentioned 3 questions on Friday morning that he would like to see discussed. One of them was on the providence of God, although I don't recall if it was stated in those terms. It had to do with whether our prayers move God to work in ways that He hadn't planned... Hmmm.....I'll have to try to find it. I'd like to hear everyone's thoughts on that, too. ESPECIALLY if you have scriptural statements or illustrations to back up what you say. Questions concerning His providence or involvement or intervention have been on my mind for a long time now...several years, anyway.
Jesus died so that the giant chasm that sin put between us and God could be bridged and give us direct access to God. Why do you then make a false barrier by going to saints or Mary. Cut out the "middle man". Nothing could be more effective that the God's own Son. He is our advocate. And if that doesn't work right away, do as Jesus said and keep asking God. You will get an answer.