1- We say this because Imam Ali (a) was the biggest supporter of the Prophet (s) and was always there to aid the Prophet (s). So we also ask him to aid us.
2- We do ask Allah, but Allah has means of helping us. One great means is Imam Ali (a). Allah has given him great blessings and we ask him to share the blessings Allah gave him with us.
3- Allah helps through means. We always ask Allah, but we seek the means he has made available to us. Isn’t Allah the healer? When we get sick we pray to him to heal us, but we also see a doctor because Allah has given us means to seek healing (medicine).
4- Allah listens to us. But Allah wants us to seek the means He has assigned. Also, we have sins, so sometimes we seek the intercession of those pure ones because Allah does not say no to them.
5- It’s not shirk because we don’t worship them. We only worship Allah. We don’t believe the Imams are divine. They are created by Allah. Secondly, Allah commanded us to seek their intercession. Just as Allah commanded the angels to prostrate to Adam (a). Was that shirk?