Why is it wrong to pray to saints?

Answer:

Well, first of all, prayers to someone dead is an exercise in futility. The dead cannot hear your prayers. They are no longer involved in life. "For the living know that they will die; but the dead know nothing, and they have no more reward, for the memory of them is forgotten. Also their love, their hatred, and their envy have now perished; nevermore will they have a share in anything done under the sun" (Ecclesiastes 9:5-6). Those who have died can no longer have an effect on life.

Second, prayers to men have always been forbidden. Prayer is a form of worship. It is making requests of another knowing that the other is greater and able to fulfill your requests. But men are all equal in the sight of God. We have little control over the flow of our lives here on earth and as we have shown, we definitely will have no control over the lives of others after we die. This is why Peter was upset when Cornelius bowed to him. "As Peter was coming in, Cornelius met him and fell down at his feet and worshiped him. But Peter lifted him up, saying, "Stand up; I myself am also a man"" (Acts 10:25-26). Even angels in heaven refuse worship, "See that you do not do that. For I am your fellow servant, and of your brethren the prophets, and of those who keep the words of this book. Worship God" (Revelation 22:9).

That is the message Jesus gave: "You shall worship the LORD your God, and Him only you shall serve" (Matthew 4:10). If you want someone to watch over your life, then obey the Lord God. He has the ability to aid us. He has promised to watch over His children. When you are praying to a dead man, you are elevating the dead to the level of the Eternal God.

And consider that if Peter refused to receive prayers while alive, why would you think that such becomes acceptable after death?

Actually, since the Bible states it contains all things godly (II Peter 1:2-4), we should turn your question around. Where in the Bible does God tell men to pray to their dead?