Those in heaven not only pray with us, they pray for us and can present our requests to God. “When he had taken the scroll, the four living creatures and the twenty-four elders fell before the Lamb, each holding a harp with golden bowls full of incense, which are the prayers of the saints,” Rev. 5:8. “Another angel with a golden censer came and stood at the altar; he was given a great quantity of incense to offer with the prayers of all the saints on the golden altar that is before the throne. And the smoke of the incense, with the prayers of the saints, rose before God from the hand of the angel,” Rev. 8:3-4. These verses show (1) those in heaven have access to our prayers, and (2) those in heaven can offer our prayers to God. None of this would make any sense whatsoever if those in heaven were “dead” or “asleep.”
Even if that were the case, it does not justify the teaching that we are to pray TO them for anything. It gives no indication as to how those prayers came to their attention.