It’s not that we feel we CAN’T talk to Jesus; it’s just that we want other people in our faith community to pray for us. Many Christians will ask members of their church to pray for them when they are having a hard time. The only difference in asking Mary and the saints to intercede for us is that they are no longer here on Earth. But since we believe them to be in Heaven and with God we still consider them to be part of the Church and so we ask them to pray for us when we are having a hard time and feel we need all the help we can get. Incidentally, I do pray to Jesus (or rather God; I prefer not to differentiate between the persons of the Trinity) more than I do to Mary.