It is generally held that the saints do not know our thoughts apart from certain circumstances. The human intellect is finite in nature and, though in a glorified state it is capable of processing vast amounts of information, it can’t know everything. Further, the great majority of the saints are in the "intermediate state" between death and resurrection. They thus lack the perceptive abilities that an embodied person would have and (it is commonly held) gain their information directly from God by virtue of the beatific vision.
Consistent with their state of beatitude, God would not withhold from them knowledge that was relevant to them, and if someone is asking for their intercession, that is relevant to them. Thus it is held that they are made aware by God of requests for their intercession (and other relevant information) but that they do not have unrestricted awareness of our thoughts and circumstances.