Picard is required because a valid order has been issued to him by a person vested with relevant authority. But he is requested because the Captain of a ship is, in many senses, its absolute master, and his authority is not so easily brushed aside - even if, in the world off his ship, he answers to others. At least on a symbolic level, he cannot merely be ordered around on board of his own command.
As @AcePL notes this is a well-known anarchronism from wet Earth-navy times.