Specification : When we deliberatly ask them to pray for us. I would like explanations which take into account the state of mortal sin as well as the scenarios in a state of grace.
The Mortal Sin Issue
I can see where the premise of this question comes from. We always have free choice, even for those in heaven. And the first letter of John tells us to not pray for those who have committed mortal sin:
I John 5:16-18
If anyone sees his brother committing a sin that is not a deadly sin, he will ask, and God will give him life for those whose sin is not deadly. There is sin which is deadly; I do not say one is to pray for that. All wrongdoing is sin, but there is sin which is not deadly. We know that anyone born of God does not sin, but He who is born of God keeps him, and the evil one does not touch him.
Impetus for Praying
But according to Timothy, we are meant to pray for all people:
1 Timothy 2:1-2
I urge, then, first of all, that petitions, prayers, intercession and thanksgiving be made for all people— 2 for kings and all those in authority, that we may live peaceful and quiet lives in all godliness and holiness.
What is meant to be understood here is that we should pray for God to give the person the grace of repentance so that they can once again be in communion with us once again.
A look into the saints
With this impetus for constructive prayer in mind, the saints want to constantly pray and intercede for us. Those in heaven are in an elevated state, away from the desired of the flesh. And when it comes to the saints in particular, the merits they got on earth came from Jesus. So they will intercede with the father because they have strong fraternal concern for our weaknesses, as that is how they attained their state. And that is their core motive in heaven:
I want to spend my heaven doing good on earth – St. Therese of Lisieux: Her Last Conversations, Tr. John Clarke, O.C.D., Washington, DC: ICS Publications, 1977, p. 102
All the saints want to do is to pray for us. Yes they have free will, but they are in such a spiritual state that the only thing they ever want to chose is to pray for us.