We talk to people who are next to us in the room or in our presence. Prayer has a certain level of separation built into it. Christ is ever-present but yet our senses usually do not perceive Him in the same way that it would be if His physical body were with us in the room. Prayer involves praying to one who is Supernatural and is in heaven. If you are already there, there is no need to pray, just talk to the Lord.
There is no biblical example of praying to a Saint.
This is what prayer is.
You realize that you just made a case for praying to saints, by the way? If indeed the prayer becomes a more efficacious mode of communication for Timothy in heaven, and if Timothy is asked to intercede for the king while on earth, then Timothy's intercession is thereby more efficacious once Timothy goes to heaven.