I was wondering why Shia make dua to ahlulbayt and Muhammad on behalf of us?
Isn't God the only one who is all seeing and all hearing?

Shias do Duas only to Allah either directly or through the Ahlul bait.
Shias don’t ask Ahlul bait directly but rather ask God through the Ahlul bait. This is what is called “Tawassul”

Proof for your Reference : 5:35