Question: Why would Catholics pray to saints and to Mary when Jesus specifically told us to pray to God the Father ONLY?
Answer:
It’s like you ask a friend to pray for you with the advantage that Mary and the Saints are holier than your friends. It is called “intercession” both with friends and Mary and saints.
By the way, this “ONLY“ is ambiguous. Jesus, in the Bible, did not tell us to pray to saints but didn’t tell us only to pray to the Father, either. And most people pray to Jesus. Praying to Jesus was not said by Jesus in the Bible.
Having said that, your question has an assumption that you don’t realize. This assumption can be stated as follows: “In matter of faith, we have to follow only what the Bible says”. This is called “Sola Scriptura” (only scripture) and was an invention of Luther after 1500 years of Christianity. It is not included in the Bible, not in the 1500 years before Luther.
All the churches that do not derive ultimately from Luther (the one Roman Catholic Church, the twelve orthodox Churches, the eight Oriental churches), that is, all non-Protestant Churches (which are 1500 years older than the Protestant churches) reject Sola Scriptura. They are based on the Bible AND on the Apostolic traditions that come from the Apostles.
In fact, Sola Scriptura cannot be defended. It is not in the Bible so it refutes itself. It is not followed by Protestant churches, which belief all sorts of things not present in the Scripture (for example, the list of books included in the Bible, the history of Satan, Sola Scriptura, etc.). And finally the Bible was only compiled by the Catholic/Orthodox/Oriental Church (they had not separated yet) about 400 years after Jesus.
Before it, there was no Bible as we know it, but there were 400 years of Christians which were following the traditions handled from generation to generation: “Therefore, brothers, stand firm and cling to the traditions we taught you, whether by speech or by letter.” (2 Thesalonians 2, 15)
I would like to add a personal opinion, more sociological one than religious one, about this topic. IMHO,in addition to the Sola Scriptura of the Protestant churches, there is another reason why praying to God with the intercession of the Saints and Mary is so weird for the modern people. It is because we live in an atomized society. We have the State as Supreme Authority, which deals with each of us individually. If I want something from the State, I individually fill a form and get an individual response. Praying mimics this reality. We pray to God, which deals with us individually.
Traditional society was not like this. If you were to ask something to the King, you went with your important friends (the local noble, your patron, your mayor, your priest, etc.) The petition was collective because the society was collective: you were not an atom floating in the Universe, but a member of several communities (your town, your church, your extended family, the posessions of your local noble, etc) that protected you. You were not alone (this is still true in much of the world, for example, Africa).
Catholics (and Orthodox and Orientals) think that the Church is one of those communities and their members help each other. The Church includes the Saints in the Heaven (it is called the Church Triumphant) and we can get the help of these members of the Church and establish a relationship of friendship with them, in addition to God. This does not take power from God (the way a father does not get angry but rejoice when his children ask him things together instead of individually). God is the Creator of everything and does not compete with creatures (the way, the State does not compete with a civil servant when you ask something from the State through a civil servant). Praying to a saint is a way of praying to God and, in addition, establishes a relationship with a saint, so the Church is not a bunch of atomized individuals but a community of love that binds dead people and alive people, who help each other.