Protestants don't know how to handle the saints.
It's not that we dislike them. Growing up, I read quite a bit about Eric Liddel and Gladys Alyward and other historical "Jesus Freaks" (DC Talk for the win). Admittedly, some of the biographies I read were so hellaciously boring (I'm looking at you, William Carey) that at times I was ready to cast such books into the fires of eternal perdition. But on the whole I looked pretty favorably on the saints.
Yet another instinct runs much deeper. Protestants churches embody a pervasive attitude of solus Christus and sola gloria Deo: Christ alone, and glory to God alone. I never even heard these phrases growing up, but I never needed to. At a unconscious level, these have defined the central Protestant instinct. Protestants are terrified of idolatry. The line of demarcation couldn't be clearer: God is God, and we are not. We fear giving to any creature any glory or honor or respect that properly belongs to its Creator.
Thus, it was quite a journey to arrive at a Catholic theology of the saints from this instinctive Protestant distancing. The first point on my journey was through the Eucharist. We partake of the same Body of Christ, the same marriage supper of the Lamb, as every other Christian, both living and dead. This is the foundation of the Communion of the Saints.
The next step in my journey was recognizing the Intercession of the Saints. When I have a problem, I don't hesitate to ask for prayer from one of the many little old ladies sitting faithfully in the back pews of the church. They are holier than me, they are older and more mature than me, and it is natural to ask them for prayer. Now, why does that not apply to the saints who are much older, much wiser, and much holier than me? That is, why doesn't it apply to the saints who now live in the unmitigated Presence of God? Why should I deprive myself of such stalwart company in the faith?
At this point, Protestants get a bit queasy: prayers to the saints? Indeed, this teaching so disconcerted some of the early Protestant reformers that they actively denied that the saints are alive in Christ. Rather, they advocated a doctrine of Christian mortalism or 'soul sleep.' Yet even John Calvin opposed his fellow Reformers in this regard, and the doctrine could not withstand the combined testimony of all of historical Christendom. To this day, 'soul sleep' is only held by Anglicans and Adventists, and the Life of the Saints is upheld by Catholics, Orthodox, and almost all modern Protestant denomination.
One final point remains. Even if we can accept their intercession, and even if we can submit our prayers requests to the heavenly legions, many would still take issue with honoring them. The Veneration of the Saints is the most direct offense against sola gloria Deo. The instinct is undoubtedly good and God-honoring, yet it misses an important fact. All glory belongs to God; but God chose to honor us. He dignified us by creating us, sustaining us, and most important by becoming Man Himself and including us in the Family of God. He didn't hesitate to honor those faithful to Him, so why should we? So long as we recognize that all glory is due to Him and springs forth from Him, there is no error and no evil in seeing that glory reflected in others.
Having dispensed with my objections to the saints, the next phase of my journey would be considerably more challenging. For however strongly Protestants wrestle with the saints, we object much more strongly to the teachings On Mary. That was the next necessary obstacle to overcome.