It's true nobody can stop you from "practicing" a closed spirituality behind closed doors.
But that's just it- you're not "practicing" anything.
Practicing a spirituality sometimes requires basic understanding, and sometimes understanding can't come from a book. Sometimes understanding is shaped by unspoken things that you have been taught through upbringing or initiation. Sometimes it is in the land; in its trees, it's earth, its water or even the way the sky turns to twilight. Sometimes it is in pain and suffering and in the way the world treats you.
These are understandings that create a foundation for spirituality. They are understandings that create a world view. Understandings that create a culture and it's people. With gods as an example, it is half of what informs the way they are percieved. It is half of what informs the way they are worshipped.
With some closed practices, it isn't so much that outsiders are not allowed to practice. It is that they literally can't, and to try is to further erode the practice's true nature. Which is disrespectful.
How can you worship a god if you lack the understanding behind that worship? If you fail to understand, or do not know, the offerings that they have become accustomed to? How can you worship a god if you cannot, or do not know, that you are meant to speak the language of their people? If tradition dictates that you prostrate? If tradition dictates you remain respectful but unwavering?
In this way, you are trying to interact with a god while simultaneously being unable to acknowledge key aspects of their godhood. How is that respectful? How is that devotion?
True, there are many open practices in which we cannot know these things- but that is because there is no one here to tell us. That is because many of those practices have been forgotten or syncretized so completely as to become their own new practice altogether. For some it is even because the culture is no more- its people scattered across the globe.
This is not the case with closed practices. Their people are still here, and everytime you choose to ignore them in favor of your own desires you are, in essence, treating them as though they are gone. You are treating the people, the people of the god you are worshipping, the practice you are implementing, as though they are ghosts.
So, once again, how is that respectful? How is that devotion? With many closed practices you are wandering into the spiritual domain of an oppressed people, and what exactly makes you think the gods of that domain would be in high supply of patience?