In many fantasy games, there are all sorts of people who can reach out to the gods and might even have their prayers answered. These folks are often priests or witch doctors or shamans, or whatever. But they aren’t necessarily “saints”, at least not in my view.
Let’s forget for a moment what the modern Catholic churches say about sainthood. That style of posthumous miracle works for saints too, but we’re thinking more along the lines of miracles by the living. What differentiates a saint from a priest with holy spells? It is who initiates the contact. A priest or priestess reaches out to the divine in search of something. They contact the god, and yes, many times get something in return.
The difference is that the god (or minion or angel or whatever) contacts the saint. The divine reaches out to the mortal. Now these aren’t always happy events. I like thinking of Jonah (where God had a whale swallow him because he wouldn’t travel to where he was supposed to go) and Moses (who wandered around in the desert for four decades while God waited for the jerks amongst them to die) as examples of how a saint’s life isn’t always wine and roses. Yes, it is likely true that the definition I am using here is more like an Old Testament prophet and less like a saint, but I think we’re starting to argue semantics.
Why do saints matter? Well, in my games, praying to the gods (like in the heat of battle) doesn’t do you any good unless there is a divine being already focused on what you are doing. Gods do not answer emergency calls. Now if they assigned an angel or demon to watch over a battle and one of the generals calls out for help, that angel or demon might be able to grant some manner of benefit. The idea is that if the god reaches out to the saint and then the saint goes off to do as the god instructed, then the god is watching - now someone is likely to answer an emergency call. See, even you gold farmers can see the benefit of having an angel sitting on your shoulder, right?
From a more role-playing perspective - saints are proof that the gods are real. They have experienced the divine in a very personal way and can report on what happened. Since the gods are real and have reached out to the saints, those places where the saints “did their thing” become places of shrines and pilgrimages. As Chaucer taught us, the pilgrimage isn’t always the most important thing. Sometimes the interaction of the people on the pilgrimage is far more important. I just needed reasons to send people on those pilgrimages.