Because it's easier for many of the faithful to approach someone closer to their level. While some people are comfortable praying to God, for others that's too much and too awe-inspiring. God is DOS. The saints are macOS.
Historically, the cult of the saints was (1) a way to co-opt veneration of local gods, and (2) a way to leverage inspirational figures as they came along. Christianity has a big problem: evangelical monotheism works like a cancer. The idea of a hyper-aggressive exclusionary ideology is an alien concept for many (most?) cultures, and Christianity is a very aggressive, globally-expansionist ideology. In the past, imperial religions were syncretic -- when they moved into a new area they added the local deities to the pantheon. Polytheism can do this, monotheism can't.
So how do you appeal to people who have been praying to their local gods for millenia? Sometimes you play the authoritarian card: "your god wasn't real or he would have stopped our god." That works with Podunk gods, but when you get to major gods like Thor the locals will just laugh at you and pray in secret. Because you're a monotheist this makes you crazy jealous, so you burn some of them at the stake but you also develop local color saints to give people a way to at the very least save face.