I've never been properly educated in catholicism, but my understanding is that they pray to saints, Mary, and Jesus for intervention, based on the idea that God has delegated some heavenly dispensation to these faithful servants.

I am not sure that protestantism insists we must only pray to God the father. Certainly I've known people who prayed to Jesus. Lately some people have picked up on female images of God in the bible and begun to pray to God as the mother also.

The one religion where I am sure that you may only pray to God as strictly male is Sunni Islam. Someone should do a study someday, though, to see if the origins of protestantism can be traced to Europe's response to Andalusian Islam. Martin Luther nailed up the theses at a time when Avicenna/Ibn Sina and Averroes/Ibn Rushd, among others, were major topics of discussion in Europe. There had to be an explanation of why God's Christianity was losing ground to Islam in both the east and west of Europe, and protestantism, in reaction or by coincidence, took over the two main features of the sunnah: focus on direct prayer to God, and ministry of all believers. The belief that Catholicism and Orthodoxy are outright idolatrous with their imagery was also a prominent medieval Islamic belief.