Nothing wrong with praying directly to Jesus, we do it all the time.
Why does St. Paul as his readers, in several places in Scripture, to pray for him? Does he think he can't go directly to Jesus?
St Paul is asking believers who are alive on the earth, who can read his letter, to pray to God for him. He is not asking those who are not physically there and cannot read his letter, to pray to God for him.
If Paul wanted the dead to pray for him to God on his behalf, he would not need to write a physical letter. Your example thus refutes itself. The only reason therefore that Paul would write a physical letter to physical living people is because he was asking the people who were alive in this particular church to pray for him. If Paul wanted people to pray to dead Christians to interced for us, you would have cited an example from the Bible that shows Paul directly promoting or using such a practice.
Paul was not asking the dead in Christ to pray for Him, because they don’t make intercessions for us and are not in a position to make intercessions for us. You don’t have conversations with dead people, whether they are Christians or not. We can have intercession to God through his ONE mediator (the Bible says ONE mediator), the God-man Jesus Christ precisely because He is not dead. Christ, the first fruit, was resurrected (no other Christians who have died are yet resurrected and alive again) and He is alive right now and forever.
It is interesting that you try to use an example from the bible to justify prayers to teh dead when it actually shows asking living people to pray for you, not dead people. Further the real story of the rich man and Lazarus after death shows the dead cannot intercede on their own behalf or anyone else.
Campion: “Why does St. Paul as his readers, in several places in Scripture, to pray for him? Does he think he can’t go directly to Jesus?”
Well there is one obvious distinction here. Paul was asking for prayers from people who were still living on earth. Asking someone who has been glorified and lifted to heaven (i.e. already with God) to pray for you seems superfluous. Why would this saint need to pray?? This saint already has perfect communion with God...
I think it all comes down to who you want to glorify and whether you think God is truly sovereign. It is my desire to continually build my relationship to the one true soveriegn God - not Peter, Paul, Mary, Francis, Pio, etc.
When I ask other believers to pray for me, it is only because I know God works to sanctify his people through prayer - I assume these saints you are referring to require no further sanctification.