If I can pray to God about anything I want, what is the purpose of praying to saints and Mary and asking them to pray for me?

What if you could do both? It is not as though one sort of prayer excludes another. This question might well be applied to any number of scenarios. Why would I ask you to pray for me? Or, why do I often say to someone, “I will pray for you!” And why does scripture call us to pray for one another (e.g. Eph 6:18)? Why does Paul ask others to pray for him (e.g. Rom 15:31)? If Jesus is on the main line, and we can talk directly to him, why pick up line two? And yet, it is our instinct to do exactly that. Both lines are important and Scripture commends both forms of prayer. Sometimes God wills to answer us directly; sometimes he answers through another’s prayer. At the Wedding at Cana (Jn 2:1ff), though Jesus surely knew the need of the couple for wine, mysteriously he chose to let his mother sway his decision. So why not pray both ways and let God decide?