the Protestant evolution has been away from being able to speak to Mary and the Saints. Other Abrahamic religions are clear (Islam certainly - I don't know much about Judaism) that it is sacriligeous to expect anyone other than God to answer your prayers.
I'm not familiar as much with Judaism today, but the idea from the Old Testament is that the high priest performed intercessory prayers & sacrifices on behalf of Israel. I still think the belief is that God answered the prayer, but the people had to go through the high priest as a mediator. (Christianity, if following the New Testament and not rituals from Catholicism/etc, holds that Jesus is the new high priest.And being himself God, there's no need for another mediator.) So Christianity*, being "an extension" of Judaism, would also hold that it would be sacrilegious to pray to someone other than God.