Why ask someone else to pray for you if you can go to God yourself? This is the response I hear all the time to Catholic and Orthodox prayer to the Saints. But then the same people will defend their prayer lists and will often offer prayers for family members.
There is a difference between prayer and worship. To pray is simply to ask. Look at any court document. The request to the judge is labeled as the “prayer”.
The saints are the “cloud of witnesses” (Hebrews 12:1) that Paul spoke of. We ask them to offer intercession for us (1 Timothy 2:1), because “the prayer of a righteous man availeth much” (James 5:16)
I never truly understood this doctrine until I attended a Baptist Church. When the minister allowed a moment of silent prayer, I discovered I was alone. The Holy Spirit was not there, the cloud of witnesses (Saints) were not there. I never felt so profoundly sad and lonely in my entire life. I never went back. My next time in a Catholic Church, I knelt in the presence of the Blessed Sacrament, and I could feel the presence of Christ in my soul. The Saints and heavenly hosts were there as well, never intruding, just there. True peace and true joy.