Deuteronomy 12:13 "Take heed to thyself and you should not offer your burnt-offerings in every place that you may see"

Many of the Mitzvot must be kept no matter where we are. Shabbat must be observed all the time, and in all places. We must honor and respect our parents, even if we are far away from them.

However, the Mitzvah of bringing sacrifices requires that they be offered only in one place, chosen specifically by G‑d, the Beit HaMikdash.

We are forbidden to offer any sacrifice besides upon the altar in the Beit HaMikdash.