If it is correct to say Ya Ali Madad because God gave him authority to help others then why don't we also call out to specific angels for help who have been given different roles and authority for different tasks?
It is ok to address a secondary cause (whether it be Imam 'Ali, an employer, a relative, etc) to request specific assistance as long as one agrees that Allah is the primary cause and these are just secondary means.
There is theoretically no problem with addressing the angels as well. However the Qur'an says that the angels fulfil God's command as God gives it to them and therefore this suggests they do not usually act according to the wishes or preferences of human beings. For instance, if an angel assigned to deliver sustenance, it will deliver what it was told to and not what the person wants. So for instance if I just casually say "Ya Jibra'il", it might not have the same effect. Of course God knows best.