One of the issues that comes up in disputes over prayer to saints is how much they know about what's happening on earth. Passages like Revelation 6:9-11 are often cited to argue for their knowledge of earthly events.
But we only extend human knowledge beyond the knowledge humans have in this life to the extent that's warranted by the evidence. Saints in heaven can know some things about earthly affairs without knowing everything or everything relevant to praying to them. If I know about some events in China by means of reading a newspaper or talking to a Chinese friend over the phone, it doesn't follow that my friend can pray to me. Similarly, the knowledge heavenly saints have in passages like Revelation 6 doesn't imply their having the knowledge needed to hear and answer prayer.
Furthermore, scripture also refers to some ignorance of earthly events on the part of the deceased. I'll discuss a couple of examples.
I've cited 1 Samuel 28 before in the context of prayer to saints, on a different issue within that context, and it's relevant here as well. In addition to what I noted in that earlier post just linked, notice something else in the interaction between Saul and Samuel. Their discussion begins with a question from Samuel about earthly events, and Saul provides an answer as somebody normally would when supplying information to somebody who's ignorant of that information (verse 15). You could interpret Samuel's question as rhetorical, involving his asking a question he knew the answer to, but that's a less common scenario and involves a more complicated reading of the passage, a more complicated way of taking both Samuel's question and Saul's answer. An interpretation involving some ignorance of earthly events on Samuel's part (along with the prophetic knowledge he goes on to provide) makes the most sense of the passage. If there were an overriding factor involved - if we knew, for example, that Samuel is God and, therefore, is omniscient - then we would interpret the passage differently than we normally would in accordance with that factor. But an opponent of prayer to saints doesn't think we have such an overriding factor, and any appeal to such a factor, such as an appeal to church authority, has to be argued for rather than just asserted.
Another example of a Biblical passage suggesting the saints' ignorance of earthly matters is 1 Kings 8:39, where we're told that "you [God] alone know the hearts of all the sons of men". The previous verse refers to the prayers of the people of God and anybody else, so this passage is especially significant as one that's about prayer in particular.
The fact that God could make the relevant information known to the saints in heaven (a fact not in dispute) doesn't prove that he does so. As Tertullian wrote in another context:
"Well, but 'with God nothing is impossible.' True enough; who can be ignorant of it?...For a barren woman to have a child against nature was no difficulty with God; nor was it for a virgin to conceive. Of course nothing is 'too hard for the Lord.' But if we choose to apply this principle so extravagantly and harshly in our capricious imaginations, we may then make out God to have done anything we please, on the ground that it was not impossible for Him to do it. We must not, however, because He is able to do all things suppose that He has actually done what He has not done. But we must inquire whether He has really done it. God could, if He had liked, have furnished man with wings to fly with, just as He gave wings to kites. We must not, however, run to the conclusion that He did this because He was able to do it." (Against Praxeas 10)
Since we don't have reason to think saints hear our prayers, praying to them is a waste of time, attention, and other resources. It's a violation of the Biblical principles relevant to such issues (what Proverbs says about matters like discernment and wisdom, Ephesians 5:15-16, etc.). There are other problems with prayer to saints (and angels), as discussed here, but the one I'm focused on in this post is sufficient reason to avoid the practice.
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