Interestingly, the Great Methodist Reformer John Wesley believed it to be a duty to pray for the Faithful Departed.
"Exactly answerable to all this, are those awful words, in the prayer at the burial of the dead — ‘Beseeching Thee, that it may please Thee of Thy gracious goodness, shortly to accomplish the number of Thine elect, and to hasten Thy Kingdom; that we. with all those who are departed in the true faith of Thy Holy Name, may have our perfect consummation and bliss, both in body and soul, in Thy everlasting glory.'” Ss. 1. 298. . . .
And in a Manuscript of Mr. Wesley’s recently published for the first time; without date, but expressing the sentiment of his whole life as the above citations from his several Works sufficiently show; he says, “I believe it to be a duty to observe to pray for the Faithful Departed.”
https://www.patheos.com/blogs/davearmstrong/2016/01/john-wesley-believed-in-prayer-for-the-dead.html