Why do we have to?
Nobody says you have to but I would think if you want to be obedient to God you would try to learn what He commands us concerning prayers, like who to pray TO, what we pray for, why we pray, who is in control of answering our prayers, etc. If we are not given ANY commands from God to use His created beings - no matter how powerful they are - as "carriers" of our prayers before Him, then shouldn't that be enough reason?
In Revelation 22, we are told of the Apostle John who, in awe, bowed down to worship an angel:
I, John, am the one who heard and saw these things. And when I heard and saw, I fell down to worship at the feet of the angel who showed me these things. But he said to me, "Do not do that. I am a fellow servant of yours and of your brethren the prophets and of those who heed the words of this book. Worship God." (Rev. 22:8-9)
We are told in the gospel of Luke that a man named Zacharias (the father of John the Baptist) was visited by an angel of the Lord to tell him that God had heard his and his wife Elizabeth's prayers for a child and that their prayers would be answered, yes. But neither of them prayed TO the angel for a child. Here is what the angel Gabriel told him:
But the angel said to him, "Don't be afraid, Zacharias, because your request has been heard, and your wife, Elizabeth, will bear you a son, and you shall call his name John. Zacharias said to the angel, "How can I be sure of this? For I am an old man, and my wife is well advanced in years. "The angel answered him, "I am Gabriel, who stands in the presence of God. I was sent to speak to you, and to bring you this good news." (Luke 2:13,18,19)
Again, the angel was a messenger if God, sent from God, to tell of an answered prayer. That same angel then went to Mary to announce she would bear the Messiah. Mary hadn't even prayed for this as she was surprised and puzzled by Gabriel's message. In fact, angels are depicted as messengers of God, sent FROM God, to do what He has commanded them to do. There isn't anywhere in Scripture that we are told to pray TO angels. We pray directly to God, who has mercifully and gracefully allowed us into the throne room of grace through Jesus Christ, our ONLY mediator.
I understand that some people think they can pray to angels just like they pray to people who have died already, but we should realize that this was not something God ever commanded us to do. In fact, in many places God commands us to NOT try to contact the dead for the living. Praying to finite created beings implies they have omniscience and omnipresence so that they can hear every prayer from every person at the same time and have the power to answer those prayers. But only God has that kind of power. His glory He will not share with another.
Finally, in Colossians 2, we are told:
Therefore do not let anyone judge you by what you eat or drink, or with regard to a religious festival, a New Moon celebration or a Sabbath day. These are a shadow of the things that were to come; the reality, however, is found in Christ. Do not let anyone who delights in false humility and the worship of angels disqualify you. Such a person also goes into great detail about what they have seen; they are puffed up with idle notions by their unspiritual mind. They have lost connection with the head, from whom the whole body, supported and held together by its ligaments and sinews, grows as God causes it to grow.
Since you died with Christ to the elemental spiritual forces of this world, why, as though you still belonged to the world, do you submit to its rules: “Do not handle! Do not taste! Do not touch!”? These rules, which have to do with things that are all destined to perish with use, are based on merely human commands and teachings. Such regulations indeed have an appearance of wisdom, with their self-imposed worship, their false humility and their harsh treatment of the body, but they lack any value in restraining sensual indulgence. (Col. 2:16-23)