We DO go to St. Joseph. He is the patron of the Universal Church too! St. Teresa of Avila had him as her “go to” guy. That is also why we have a statue of St. Joseph inside every Catholic Church along with the Virgin Mary.
As others said, we do. As well, we go to Mary as Queen of the King, her son. In the OT, it was wise and prudential to appeal to the king via the Queen Mother. Dr. Scott Hahn gives a number of examples in the OT where the Queen Mother serves as an advocate for the people to the King. Sometimes, these types of Mary failed in gaining their request, but we know the NT is the fulfillment of those imperfect OT types, and so we go with confidence to Mary, appealing to her for her intercession.
A lot of this is also discussed in theological detail in St. Louis de Montfort’s True Devotion to Mary.
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