Nothing is wrong with asking Jesus directly but do you never ask anyone to pray for you?
Asking others to pray for us biblical. Paul asked others to pray for him. Why did he not just ask Jesus directly.
We are all part of the Body of Christ, including those who are in heaven.
“For just as the body is one and has many members, and all the members of the body, though many, are one body, so it is with Christ. For in the one Spirit we were all baptized into one body—Jews or Greeks, slaves or free—and we were all made to drink of one Spirit.” (1 Cor 12:12-13)
When they died to this life they did not cease to exist, their souls did not cease to be one with Christ, to be part of his body.
Jesus said: “..whoever lives and believes in me shall never die. Do you believe this?" (Jn 11:26). Therefore those who truly believe in Jesus never die. They are still part of His body. Jesus does not have a body with dead bits in it.
Jesus uses the image of the vine, with us as the branches.
“Abide in me as I abide in you. Just as the branch cannot bear fruit by itself unless it abides in the vine, neither can you unless you abide in me. I am the vine, you are the branches. Those who abide in me and I in them bear much fruit, because apart from me you can do nothing. Whoever does not abide in me is thrown away like a branch and withers; such branches are gathered, thrown into the fire, and burned. If you abide in me, and my words abide in you, ask for whatever you wish, and it will be done for you.” (John 15:4-7)
Are those saints who die cut off from Christ and thrown into the fire? Or are they still abiding in Christ and still bearing much fruit? Is Jesus still doing for them whatever they ask?
Mary and the Saints are mighty prayer warriors. Think about it. Are they hindered by such things as human failings and needs (such as sleep)? Those in heaven have no hindrances of such a nature, they are made perfect, so they are even mightier than those of us on earth.
“The prayer of the righteous is powerful and effective” (Jas 5:16). Are not those in heaven righteous & therefore their prayers powerful and effective?
Mary in particular is a mighty intercessor because of her special relationship with Jesus. We can see this from two examples, one from the Old Testament and one from the New Testament.
In 1 Kings 2:19-20 Bathsheba the mother of King Solomon petitions him on behalf of Adonijah.
So Bathsheba went to King Solomon, to speak to him on behalf of Adonijah. The king rose to meet her, and bowed down to her; then he sat on his throne, and had a throne brought for the king’s mother, and she sat on his right. Then she said, “I have one small request to make of you; do not refuse me.” And the king said to her, “Make your request, my mother; for I will not refuse you.”
Solomon was open to granting her petition, although it did not end well because she asked for the wrong thing.
Mary is our King's mother and we believe equally open to hearing her petitions on our behalf. Of course we can approach the king directly, but perhaps those (Mary & Saints) in the very presence of God can make our requests more eloquently than we can. And it must please our King that we honour and value his mother just as he does.
Then consider the wedding at Cana in John’s gospel. They are short of wine; Mary sees the need and tells the servants “Do whatever he tells you” (Jn 2:5), and he responds. Mary was made aware of the need for wine. She then interceded on their behalf with her Son, who evidently was not going to respond to their need without her intercession. But because of her intercession, he then did respond.
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