The main problem with the Lutheran view of intercession of the Saints is that they take literally the story of the rich man and Lazarus. The dead are done with this world and there is no communication between those among the living and those who have passed on. The Saints pray for the Church as a whole, but there is no individual relationship between people on Earth and individual Saints in Heaven. There are numerous scriptures that are used as a proof for this (I don't have them at hand since my copies of Pieper's Dogmatics and Lenskys Commentaries are at home and I am at work). The Lutherans have a hard time with praying to anyone other than God, since Jesus Christ is "the only mediator between us and the Father". When I was in the Lutheran Church, I was pretty well taught that since we can talk directly to God through Jesus Christ, why do we need to pray to anyone else? I must confess, I still have problems with this and find it difficult to pray to the Theotokos or to certain Saints. It has become easier with time, and I have been helped by the prayers of the Saints. I guess to put it clearly, prayer to the Saints or to Mary, in the eyes of a Lutheran, is a rejection of the doctrine that Jesus Christ is the mediator between us and the Father. Also, to a conservative Lutheran, prayer to Saints and to Angels is a form of idolatry. Since it was Christ who died for us, and Christ who rose from the dead, why would it be necessary to pray to anyone other than Christ God. To further complicate things, I was taught that the majority of my prayer should be praise and thanksgiving rather than only praying for God to do things for me. So, to a Lutheran, prayer IS a form of worship, and a very big part of private worship. Worship is due only to God.
Again, these things are what I learned as a Lutheran, and as has been said before, there is a wide range of things that one can believe and be “Lutheran”. For my part, I tended to consider the Book of Concord and its interpretation by Pieper to be the final word on what is Lutheran (and that is pretty much the way both the LCMS and the WELS see it, at least at their seminaries). Since I could not come to terms with everything in these writings, I, too, had to admit that I was not a Lutheran but something else. I also saw in my years in the Lutheran Church that there are a LOT of people that did not believe everything that Luther taught. I came of age, and my father was ordained a pastor, during the time of the big schism in the LCMS that led to the creation of ELIM, and the subsequent combining of ELIM, LCA and ALC to become the ELCA. To further complicate matters, my father was a convert from the Baptist Church and a Charismatic Christian, which often put him at odds with the more conservative factions of the LCMS.