First of all, Catholics actually do spend a lot of time praying directly to God the Father, the Son and the Holy Spirit. We do not have to look too far, just a casual peruse of the text of the Mass is evidence enough that the whole celebration is centered on worshiping God the Father, through the Son and in the Holy Spirit.
As to why Catholics “pray to” the saints, more precisely, we petition to the saints to pray for us before God, or to pray with us to obtain favors from God. This is actually not strange at all if we see the saints as our friends.
Both Protestants and Catholics alike would readily agree that it is a Christian practice that we pray for each other and with each other. This is what the disciples did in Jesus’ time, and what the early Christians did in the time of the Acts of the Apostles. Both Protestants and Catholics practise intercession today. We would gather with brothers and sisters to pray for the needs of the community. We would also ask others to pray for particular special needs.
Interceding through the saints is the same, except even more powerful. As Catholics, we believe the saints are alive and active before God. And they are also our friends and heroes. We want them to pray with us and pray for our needs, just like we want our brothers and sisters on earth to do the same.
But the saints are even better because firstly they see God clearly and so know His Will perfectly; they can pray in a way more aligned to God’s Will and therefore their prayer is more pleasing to God and effective. Secondly, because they also love God more perfectly, they are also more effective in obtaining God’s favors.
As you see, just as praying with our brothers and sisters on earth does not and should not draw us away from God, neither should the devotion to the saints do so. In fact, correct devotion to the saints does the opposite. It helps us to love God more, just as having good brothers and sisters who pray with us often help us to become better Christians. Friends and saints alike, we spur each other on to love God more and imitate more His virtues.