Why were the apostles still going to the temple for prayer and rituals? In the book of Acts you read how the Apostles attend the temple, offer rituals, prayers etc.  So it is clear they are still obeying the Law.
How is it that they didn't understand modern day Christianity that the law was abolished and that sacrifices where of no use since Jesus cleared that for them?
Was this not discussed with them by Jesus during his earthly life?
Example:
Acts 21:23-26

23 so do what we tell you. There are four men with us who have made a vow.
24 Take these men, join in their purification rites and pay their expenses, so that they can have their heads shaved. Then everyone will know there is no truth in these reports about you, but that you yourself are living in obedience to the law.
25 As for the Gentile believers, we have written to them our decision that they should abstain from food sacrificed to idols, from blood, from the meat of strangled animals and from sexual immorality.”
26 The next day Paul took the men and purified himself along with them. Then he went to the temple to give notice of the date when the days of purification would end and the offering would be made for each of them.

Acts 3:1

1 One day Peter and John were going up to the temple at the time of prayer—at three in the afternoon.
There are a few things to consider. First of all, the Jewish Ceremonial and Civil Laws have no bearing on US today. For example, i live in the U.S. and am a gentile christian.

Therefore the laws of Israel, and the regulations of Judaism have no bindings on me.

These people were still living in Israel, and were commanded by Jesus to follow the laws of the land 

Matthew 22:20-21


  And Jesus said to them, “Whose likeness and inscription is this?” They said, “Caesar's.” Then he said to them, “Therefore render to Caesar the things that are Caesar's, and to God the things that are God's.”


This is specifically about Taxes, but the Epistles of the new testament expanded on this idea of obeying the law.

1 peter 2:13-14


  Therefore submit yourselves to every ordinance of man for the Lord’s sake, whether to the king as supreme, 14 or to governors, as to those who are sent by him for the punishment of evildoers and for the praise of those who do good.


So, they would have been required to follow the Laws of their Jewish state.

Also, in the book of Acts we see the Peter, and also Paul would often go to the Synagogues to Preach, offering the Gospel to the Jews First, and then the Gentiles.

rom 1:16


  16 For I am not ashamed of the gospel of Christ,[a] for it is the power of God to salvation for everyone who believes, for the Jew first and also for the Greek.


In this Evangelistic context, it was important that Paul and his companions would not give the Jews any extra reason to stumble!

1 Corinthians 9:19-21


  19 For though I am free from all men, I have made myself a servant to all, that I might win the more; 20 and to the Jews I became as a Jew, that I might win Jews; to those who are under the law, as under the law,[c] that I might win those who are under the law; 21 to those who are without law, as without law (not being without law toward God,[d] but under law toward Christ[e]), that I might win those who are without law


Jesus had to send a special vision to Peter, showing him that no longer the gentiles and their foods were unclean in his sight.
Acts 10:11-16


  11 and saw heaven opened and an object like a great sheet bound at the four corners, descending to him and let down to the earth. 12 In it were all kinds of four-footed animals of the earth, wild beasts, creeping things, and birds of the air. 13 And a voice came to him, “Rise, Peter; kill and eat.”
  14 But Peter said, “Not so, Lord! For I have never eaten anything common or unclean.”
  15 And a voice spoke to him again the second time, “What God has cleansed you must not call common.” 16 This was done three times. And the object was taken up into heaven again.


So the situation was a bit different for Jewish Christians, living in Israel,
Than it was for Gentile Christians, especially outside of the country of Israel.

In your question you say 


  How is it that they didn't understand modern day Christianity that the law was abolished and that sacrifices where of no use since Jesus cleared that for them?


I think that saying the law was abolished is taking it to far.

Jesus himself said 


  For assuredly, I say to you, till heaven and earth pass away, one jot or one tittle will by no means pass from the law till all is fulfilled.


--Addendum to address the comments.

I am in no way trying to promote legalism (attempting to obey the law to gain God'ds favor/Salvation).
I am just saying, that there is nothing wrong with following the law. It is Paul who told us in Romans 7:12


  12 Therefore the law is holy, and the commandment holy and just and good.


The unique message that the Apostles taught, was that the Law could in no way Save us. The Law only shows us our sins!
Romans 3:20


  20 Therefore by the deeds of the law no flesh will be justified in His sight, for by the law is the knowledge of sin.


So, the Apostles were not in any way "against" the law. They just realized that Christ could save us, something the law never had the power to do.

Where Paul specifically got very upset, was when Jewish people tried to force obedience to the outward jewish traditions/laws onto believing Gentiles. Or when people tried to teach that following the law was required for salvation.