The transfiguration was primarily a moment to exalt the Lordship of Jesus Christ and put in proper spiritual light the position of the others (many religions follow the books of Moses only, and some put in high prominence the prophets, such as Elijah). Jesus had to give a glimpse into the eternal for these three disciples, but there was no interaction between Moses and Elijah and any of the disciples.
Now regarding Moses and Elijah themselves, Moses did die and was buried by God; Elijah went up in a whirlwind, so his death is not stated (reason many feel he is one of the two witnesses of Revelation, because he did not see death).
Even with Moses enduring a physical death, in this transfiguration he and Elijah were seen in their eternal state, just like Jesus was seen after the resurrection. They could not speak to the disciples gathered, just as the apostle John could not bow to the angels he saw in his vision, because true worship alone belongs to God.
In this transfiguration, Moses and Elijah only had conversation with Jesus; they were not in a state of death or limbo. Jesus allowed the lifting of the veil so the disciples present could hear their conversation about eternal things. The focus was on the eternal, not on any earthly things.
There is no inter-conversational communication from heaven to earth or vice versa, except from God to man through Christ and man to God through Christ.
Regarding their sainthood, the Bible calls believers “saints”. They are not saints based on their words or miracles, as persons dying and being given sainthood in the Catholic Church; they are saints based on their confession of faith in Christ and even though Moses and Elijah did not have faith in Christ, per se, in the Old Testament they did have faith in the finished work of Yahweh and their faith pointed to the Messiah. The transfiguration shows that they ultimately met Him and knew Him as Jesus