And from wheresoever you start forth (for prayers), turn your face in the direction of Al-Masjid-al-Harâm (at Makkah), that is indeed the truth from your Lord. And Allâh is not unaware of what you do.(2:149)

Regardless wherever we may travel, the direction of a Muslim in prayer is towards the Ka'bah. Which teaches us, that we should adhere to Tawhid, which is the oneness of Allah, and was adhered to by all Prophets, including our Prophet Muhammed. Regardless where we may live, the center of Islamic activity is Makkah. This also teaches us the concept of unity and oneness.

When all Muslims face the Ka'bah in prayer, then what makes them think to innovate in their religion?

This order is from Allah, and it is the straight path. This means that we cannot innovate in religion, which is not found in the actions of our beloved Prophet Muhammed and his companions. 

An example would be, is people would sing and praise the Prophet, however their actions are no where near the Prophets, from the time they wake up, to when they go to bed. Some try and celebrate his birthday baselessly, and sing and play the tabla, and use accordion (harmonium) kind of things. Instead of them recieving any reward for it, it actually is a sin. 

"But the Monasticism which they invented for themselves, We did not prescribe for them, but (they sought it) only to please Allâh therewith, but that they did not observe it with the right observance. So We gave those among them who believed, their (due) reward, but many of them are Fâsiqûn (rebellious, disobedient to Allâh). (57:27)"

"And Allâh is not unaware of what you do."(2:149)