Why do we not pray to saints? The Bible does not show anyone praying to saints. Jesus does give us an example of how to pray (see the Lord's Prayer), pray to the Father through the Son by the power of the Spirit. The Bible also gives examples of praying directly to Jesus. We do not find any examples of praying to the Holy Spirit.
We pray with acknowledgement of Jesus sacrifice that enables us to pray directly to God; we should not come by our name, any church's name, or any saint's name. Because we are called Children of God, we have been given the ability to go to God directly.
Paul uses the word "saint(s)" to refer to a community of believers; every Christian. The word saint means holy in Greek; only God can grant one sainthood when they become a Christian. Paul's letters are addressed to saints and yet we see they are not perfect. Holy means to be set apart (from the world) for God's purposes; so to live in a holy manner means to live according the gospel.