Why is praying the saints in Heaven wrong? The Bible tells to pray for each other, and Jesus Himself prayed to Lazarus when he was dead
The issue is not only what prayer means, but its object, and the spiritual relation that exists between God and man in the spiritual realm, and the separation of realms which God manifests. Thus communication between created heavenly beings and earthlings always were personal encounters, while relations between people on earth is not to be by telepathy.
Lazarus is not analogous to PTDS (prayer to departed saints), as not only was this a command but it was to one on earth, while the case with PTDS is that they are in heaven and able to hear and respond to potentially billions of prayers simultaneously, an attribute of Deity never shown to have been given to man, and are purportedly making intercession to God. Lazarus likely had not yet ascended (that's another study) and was being address by the Lord, not for help but to obey, and if another had addressed Lazarus he would have been talking to the wall.
The foundational issue regarding PTDS is that of Scriptural warrant and conflation.
The Bible teaches abundantly on prayer, and in order to warrant PTDS one must find an approved example or teaching of it, and some insufficiency in Christ as regards immediate access or ability or compassion, etc. Yet the Bible provides just the opposite and clearly so. The advocate of PTDS is thus left seeking to extrapolate this out of analogy between earthly communications, supposing a complete correspondence to that between earth and heaven, and or a "God can do anything" hermeneutic, but which is a strained and problematic exegesis which cannot overcome the weight of evidence against it, and such attempts are typical of cults when faced with the same.
To substantiate that PTDS is Scriptural, one needs to, from the Bible (and in order of importance)
1. provide just one example, among the multitude of prayers in the Bible, where anyone besides heathen prayed to anyone else in heaven but the Lord.
2. provide one place where exhortations, commands or instruction on prayer directed believers to pray to the departed. ("i.e. "Our mother, who art in heaven...")..
3. show where believers cannot have direct access to Christ in heaven, or where any insufficiency exists in Christ that would require or advantage another intercessor in heaven between Christ and man, besides the Holy Spirit.
4. show where departed souls in heaven are taking prayer requests addressed to them.
5. show where the departed are given the Divine attribute of omniscience, so they can hear and process an infinite amount of prayer.
6. provide where making supplication to beings in heaven besides God is otherwise sanctioned, and where all aspects of how relations between created beings in heavenly and those on earth have a one to one correspondence with earthly relations. Or where directly praying telepathically to each other on earth is promoted.
5. provide where any communication between earthlings on earth and heavenly beings besides God took place apart from a personal visitation.
6. show where anyone else is called "Queen of heaven" other than Jer 44:17 ("But we will certainly do whatsoever thing goeth forth out of our own mouth, to burn incense unto the queen of heaven," who was a heavenly object of devotion and prayer.
7. Show where another basic necessary practice has zero examples and is contrary to what is stated on the issue, as who we are to pray to in heaven is.
Example, descriptions, instructions. See Bible prayers here
Gen. 15:2; 17:18; 18:23; 18:23-32; 24:12-14; 32:9-12; Ex. 25:22; 32:11-13;
33:12-19; Num. 6:23-26; 10:35-36; 11:11-16; 12:13-14; 14:13-19; 27:15-18; Dt. 3:23-25; 9:25; 9:26-29; 21:7-9; 26:5-10; Josh. 7:7-9;
Jdg 6:13; 6:15; 6:15-17; 6:36-37; 6:39; 13:8; 16:8; 1Sam.1:10-11; 2:1-10; 2Sam. 7:18-29; 24:17; 1Ki. 3:5-61; 17:20-21; 18:25-26;
18:27-37; 19:4; 2 Ki. 6:17-18; 19:15-19; 1Chr.4:10; 29:9-19; 14:11; 2Chr. 6:40; 14:11; 20:6-12; 30:18-19; Ezra 8:3; 9:5-15; Neh. 1:4,5;
1:4-11; 4:4-5; 9:5-38; Job 22:27; Ps. 4:1; 5:3; 6:9; 17:1; 35:13;
39:12; 42:8; 54:2; 55:1; 61:1; 64:1; 65:2; 66:19,20; 69:13; 72:15;
80:4; 84:8; 86:1,6; 86:6; 88:2,13; 90:1; 102:1,17; 109:4,7; 141:2,5;
142:1; 143:1; Prov. 15:8,29; 28:8; Is. 37:4; 38:2,3,5; 56:7; Jer. 7:16; 11:14; 26:19; Lam. 3:8,44; Ezek. 9:8; Dan. 9:3-19; Jonah 2:1-9;
Hab. 1:12-17; 3:2-18; Mat. 6:9-13; 11:25-27; 17:21; 21:22; 26:39; Lk. 1:9,13; 6:12; 18:10-13; 19:46; 23:30; 23:34; 23:46; Jn.11:41-42;
17:1-22; 17:1-26; Acts 1:14,24-25; 3:1; 6:4; 9:6; 10:2,31; 12:5;
16:13,16; Rm. 10:1; 12:12; 1Cor. 1:2; 7:5; 2Cor. 1:1; 9:14; 12:8;
Eph. 1:16-22; 3:13-21; 6:18; Phil. 1:4,9-11,19; 4:6; Col 1:9-13ff; 4:2; 1Thes. 3:10-13; 5:23,24; 2Thes. 1:10-12; 2:16-17; 1Tim. 4:2;
2Tim. 4:16; Heb. 2:18; 4:15,16; 7:25; 10:19-22; 13:20-21; James 5:16,17; 1Pt. 4:7; Rev. 6:16-16; 22:202 0
Despite the lack of precedent and the evidence against in both precepts on prayer and the paracletous nature of Christ, if one yet insists on extrapolating praying to saints out of earthly relations, using a hermeneutic that there is no explicit command not to*, and "with God all things are possible," then they are not advised to debate Mormons or lesbians. Examples of the latter: http://peacebyjesus.witnesstoday.org/Homosex_versus_the_Bible.html
*There is no express command against consensual cannibalism (whoever dies first we will have for dinner) either, among other things. And while its basic prohibition is justly derived from Gn. 9:3,5,6 which establishes the source of man's food, yet in keeping with the foundational law of love, in dire circumstance of necessity it might be allowed (and with the Andes survivors).
But praying to the departed lacks both and example of such or evidence they could hear prayers, nor Biblically is their necessity or insufficiency in access to Christ and the Father by the Spirit. Praying to the departed thus testifies that one lacks the Spirit or the faith and communion with God in Christ that marks Biblical prayer (not that mine is not lacking). Perhaps the largest prayer meeting on earth will be to mountains. (Lk. 23:20; Lk. 6:16)