Shia Muslims and most of Sunni Muslims seek help from the Prophet and his Holy Progeny because of the order of Allah to all the believers to seek Waseela to Allah. Waseela ( means to Allah)(5:35). The Prophet and his Holy Progeny are the best Waseela (means to Allah).

Shia and most Sunni Muslims say : O Muhammad, O Ali help me. This does not mean that they are not seeking help from Allah, on the contrary,they are seeking help from Allah, with Waseela of Allah's most humble servants. We never claim that one can give us anything away from Allah. It is only Allah Who Grants us our wishes when seek. Seeking from Allah can be directly from Him, and better to seek through the Waseela which was ordered by Allah to seek through.

Prophets were mentioned in Quran seeking help from Allah through pious servants of Allah e,g, Prophet Sulaiman seeking help from Aasif ibn Barkhis to bring the throne of Bilqis immediately (Sura Naml, verses 38, 39 and  40).

Wassalam.