That doesn't follow. All they have to know when I am praying to them is that I am praying to them. No omniscience is required whatsoever. Just a *higher* level of perception than you and I have here on earth...considering these folks are in heaven and perfected by grace, I hardly think that is too much to ask.
The standard explanation, and one which makes the most sense, is that God grants the saints the capacity to hear prayers that are addressed to them. It is not any ability of theirs, but a free gift of grace.
If you had a million talking to you could you keep it straight? Would you know the 2000 who were voicing your name at 2:30 in the morning? Why wouldn't you know? Because you're not omniscient.
Well, I can't walk through walls or go through the day without sinning either, and yet I fully expect to do those things in heaven. Do you not expect to have a higher understanding of things in heaven?
The saints are glorified. This has a profound effect on their nature.
Do you have a copy of a prayer to Pio that you can post on this thread? (Or a link)